+113.9%
AMGN vs ZETA
+350.7%
-236.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -11.6% | -0.1% | -11.6% | -11.6% |
| 30D | -5.7% | +10.5% | -16.1% | -5.9% |
| 3M | +14.2% | +44.3% | -30.1% | +13.3% |
| 6M | +5.2% | +59.4% | -54.2% | +3.9% |
| YTD | +22.0% | +49.5% | -27.5% | +20.5% |
| 1Y | +43.6% | +62.7% | -19.0% | +41.4% |
| 3Y | +65.0% | +274.6% | -209.6% | +60.9% |
| All | +113.9% | +350.7% | -236.8% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling