+52.1%
JNJ vs ZETA
+60.9%
-8.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | -0.3% |
| 7D | -3.5% | -3.7% | +0.2% | -3.7% |
| 30D | +2.3% | +5.7% | -3.4% | +2.6% |
| 3M | +12.0% | +50.4% | -38.5% | +14.4% |
| 6M | +10.5% | +65.5% | -55.0% | +13.7% |
| YTD | +30.4% | +48.3% | -17.9% | +33.5% |
| 1Y | +52.1% | +45.4% | +6.8% | +56.1% |
| All | +52.1% | +60.9% | -8.7% | +56.1% |
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