+86.3%
JNJ vs ZETA
+241.7%
-155.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.2% |
| 7D | -0.8% | -2.4% | +1.7% | -0.8% |
| 30D | +4.3% | +15.6% | -11.3% | +4.5% |
| 3M | +16.5% | +41.5% | -25.0% | +16.9% |
| 6M | +13.1% | +63.4% | -50.3% | +13.7% |
| YTD | +32.1% | +51.3% | -19.2% | +32.8% |
| 1Y | +54.5% | +65.8% | -11.3% | +55.3% |
| 3Y | +82.5% | +279.2% | -196.7% | +83.4% |
| 5Y | +80.0% | +341.8% | -261.7% | +82.7% |
| All | +86.3% | +241.7% | -155.4% | +91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling