+209.6%
ABBV vs ZETA
+313.7%
-104.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | -0.2% |
| 7D | +2.2% | +26.5% | -24.3% | +2.0% |
| 30D | +8.0% | +10.3% | -2.3% | +7.9% |
| 3M | +19.1% | +30.5% | -11.4% | +18.9% |
| 6M | +43.5% | +129.4% | -85.8% | +42.9% |
| YTD | +32.7% | +83.1% | -50.4% | +32.2% |
| 1Y | +30.0% | +82.1% | -52.0% | +29.5% |
| 3Y | +134.7% | +352.3% | -217.6% | +133.6% |
| 5Y | +200.6% | +293.1% | -92.5% | +201.0% |
| All | +209.6% | +313.7% | -104.0% | +207.1% |
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