+57.4%
JNJ vs ZETA
+68.7%
-11.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +2.9% | -1.3% |
| 7D | +2.7% | +2.7% | 0.0% | +2.8% |
| 30D | +7.4% | +15.8% | -8.4% | +8.1% |
| 3M | +21.2% | +35.4% | -14.2% | +22.8% |
| 6M | +13.4% | +67.1% | -53.7% | +16.4% |
| YTD | +35.1% | +54.1% | -18.9% | +38.3% |
| 1Y | +57.4% | +67.8% | -10.4% | +62.3% |
| All | +57.4% | +68.7% | -11.3% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling