+168.0%
ABBV vs ZETA
+247.9%
-79.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | -1.4% |
| 7D | +0.4% | +2.7% | -2.3% | +0.4% |
| 30D | +4.2% | +15.8% | -11.6% | +4.1% |
| 3M | +14.8% | +35.4% | -20.6% | +14.7% |
| 6M | +10.3% | +67.1% | -56.8% | +9.9% |
| YTD | +14.9% | +54.1% | -39.2% | +14.6% |
| 1Y | +24.1% | +67.8% | -43.7% | +23.6% |
| 3Y | +91.9% | +311.4% | -219.5% | +91.2% |
| 5Y | +176.0% | +324.8% | -148.8% | +175.3% |
| All | +168.0% | +247.9% | -79.9% | +166.1% |
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