+166.5%
ABBV vs ZETA
+239.2%
-72.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.6% |
| 7D | -2.0% | -6.5% | +4.5% | -2.0% |
| 30D | +2.0% | +4.8% | -2.9% | +1.9% |
| 3M | +14.2% | +53.3% | -39.2% | +14.0% |
| 6M | +14.1% | +66.8% | -52.7% | +13.7% |
| YTD | +14.2% | +50.2% | -35.9% | +13.9% |
| 1Y | +24.2% | +62.0% | -37.8% | +23.8% |
| 3Y | +89.8% | +276.4% | -186.6% | +89.1% |
| 5Y | +187.2% | +341.6% | -154.4% | +186.9% |
| All | +166.5% | +239.2% | -72.7% | +164.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling