+83.9%
JNJ vs ZETA
+235.0%
-151.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | -0.3% |
| 7D | -3.5% | -3.7% | +0.2% | -3.5% |
| 30D | +2.3% | +5.7% | -3.4% | +2.4% |
| 3M | +12.0% | +50.4% | -38.5% | +12.4% |
| 6M | +10.5% | +65.5% | -55.0% | +11.0% |
| YTD | +30.4% | +48.3% | -17.9% | +31.0% |
| 1Y | +52.1% | +45.4% | +6.8% | +52.9% |
| 3Y | +77.8% | +270.8% | -193.0% | +78.6% |
| 5Y | +82.9% | +336.1% | -253.2% | +85.6% |
| All | +83.9% | +235.0% | -151.1% | +88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling