+210.2%
ABBV vs ZETA
+306.8%
-96.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | +1.3% | +18.1% | -16.8% | +1.2% |
| 30D | +4.7% | +13.6% | -8.9% | +4.6% |
| 3M | +18.3% | +23.7% | -5.4% | +18.2% |
| 6M | +43.4% | +128.5% | -85.1% | +42.7% |
| YTD | +33.0% | +80.1% | -47.1% | +32.5% |
| 1Y | +30.8% | +98.0% | -67.2% | +30.2% |
| 3Y | +135.1% | +348.6% | -213.5% | +134.0% |
| 5Y | +201.2% | +286.6% | -85.4% | +201.7% |
| All | +210.2% | +306.8% | -96.5% | +207.7% |
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