+15.5%
BMY vs ZETA
+313.7%
-298.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -1.3% | +26.5% | -27.8% | -1.6% |
| 30D | +10.0% | +10.3% | -0.3% | +9.8% |
| 3M | -1.2% | +30.5% | -31.7% | -1.5% |
| 6M | +12.8% | +129.4% | -116.6% | +11.4% |
| YTD | +20.7% | +83.1% | -62.5% | +19.4% |
| 1Y | +32.6% | +82.1% | -49.4% | +31.2% |
| 3Y | +41.8% | +352.3% | -310.5% | +39.4% |
| 5Y | +29.0% | +293.1% | -264.2% | +27.6% |
| All | +15.5% | +313.7% | -298.1% | +15.6% |
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