+162.2%
ABBV vs ZETA
+237.6%
-75.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | -4.1% | -0.1% | -4.1% | -4.1% |
| 30D | +1.2% | +10.5% | -9.3% | +1.1% |
| 3M | +12.1% | +44.3% | -32.2% | +11.9% |
| 6M | +12.0% | +59.4% | -47.4% | +11.7% |
| YTD | +12.4% | +49.5% | -37.1% | +12.1% |
| 1Y | +22.9% | +62.7% | -39.7% | +22.5% |
| 3Y | +86.8% | +274.6% | -187.9% | +86.1% |
| 5Y | +181.0% | +349.3% | -168.3% | +180.9% |
| All | +162.2% | +237.6% | -75.4% | +160.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling