+78.8%
JNJ vs ZETA
+272.3%
-193.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -3.0% | -0.1% | -2.9% | -2.9% |
| 30D | +2.5% | +10.5% | -7.9% | +2.7% |
| 3M | +13.2% | +44.3% | -31.1% | +13.9% |
| 6M | +11.3% | +59.4% | -48.2% | +12.2% |
| YTD | +31.1% | +49.5% | -18.4% | +32.2% |
| 1Y | +54.3% | +62.7% | -8.3% | +55.8% |
| All | +78.8% | +272.3% | -193.5% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling