+22.5%
BMY vs ZETA
+281.1%
-258.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.1% |
| 7D | -3.3% | -2.4% | -0.9% | -3.3% |
| 30D | 0.0% | +15.6% | -15.6% | -0.4% |
| 3M | +17.7% | +41.5% | -23.8% | +16.5% |
| 6M | +9.6% | +63.4% | -53.8% | +7.7% |
| YTD | +24.0% | +51.3% | -27.3% | +21.9% |
| 1Y | +45.1% | +65.8% | -20.7% | +41.9% |
| 3Y | +22.5% | +279.2% | -256.7% | +11.1% |
| All | +22.5% | +281.1% | -258.6% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling