+110.8%
JNJ vs ZETA
+348.6%
-237.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.8% |
| 7D | +3.5% | +18.1% | -14.7% | +3.7% |
| 30D | +12.5% | +13.6% | -1.0% | +12.8% |
| 3M | +9.6% | +23.7% | -14.2% | +10.0% |
| 6M | +25.3% | +128.5% | -103.2% | +27.3% |
| YTD | +40.3% | +80.1% | -39.8% | +42.1% |
| 1Y | +49.6% | +98.0% | -48.4% | +51.8% |
| 3Y | +110.8% | +348.6% | -237.8% | +110.3% |
| All | +110.8% | +348.6% | -237.8% | +110.3% |
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 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