+43.2%
BMY vs ZETA
+61.0%
-17.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -0.7% | +10.5% | -11.1% | -0.8% |
| 3M | +15.3% | +44.3% | -29.0% | +14.4% |
| 6M | +8.5% | +59.4% | -50.9% | +6.7% |
| YTD | +23.4% | +49.5% | -26.0% | +21.6% |
| All | +43.2% | +61.0% | -17.9% | +39.3% |
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