+85.2%
ABBV vs ZETA
+281.1%
-195.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -3.0% |
| 7D | -4.3% | -2.4% | -1.9% | -4.3% |
| 30D | +1.1% | +15.6% | -14.5% | +1.0% |
| 3M | +12.3% | +41.5% | -29.2% | +12.0% |
| 6M | +9.8% | +63.4% | -53.6% | +9.1% |
| YTD | +11.5% | +51.3% | -39.8% | +10.8% |
| 1Y | +22.3% | +65.8% | -43.5% | +21.2% |
| 3Y | +85.2% | +279.2% | -194.0% | +87.3% |
| All | +85.2% | +281.1% | -195.9% | +87.3% |
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