+60.4%
AMGN vs ZETA
+68.7%
-8.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.3% |
| 7D | +1.1% | +2.7% | -1.5% | +1.0% |
| 30D | +7.8% | +15.8% | -8.0% | +6.9% |
| 3M | +27.3% | +35.4% | -8.2% | +25.0% |
| 6M | +16.8% | +67.1% | -50.3% | +12.9% |
| YTD | +36.3% | +54.1% | -17.7% | +32.1% |
| 1Y | +60.4% | +67.8% | -7.4% | +49.5% |
| All | +60.4% | +68.7% | -8.3% | +49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling