+16.8%
BMY vs ZETA
+235.0%
-218.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | -0.2% |
| 7D | -4.8% | -3.7% | -1.0% | -4.7% |
| 30D | -0.1% | +5.7% | -5.8% | -0.2% |
| 3M | +13.1% | +50.4% | -37.3% | +12.4% |
| 6M | +8.4% | +65.5% | -57.1% | +7.5% |
| YTD | +22.0% | +48.3% | -26.3% | +21.0% |
| 1Y | +40.3% | +45.4% | -5.1% | +39.1% |
| 3Y | +20.5% | +270.8% | -250.2% | +18.8% |
| 5Y | +23.7% | +336.1% | -312.4% | +23.5% |
| All | +16.8% | +235.0% | -218.2% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling