+22.3%
BMY vs ZETA
+343.0%
-320.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.2% |
| 7D | -3.3% | -2.4% | -0.9% | -3.3% |
| 30D | 0.0% | +15.6% | -15.6% | -0.3% |
| 3M | +17.7% | +41.5% | -23.8% | +17.0% |
| 6M | +9.6% | +63.4% | -53.8% | +8.5% |
| YTD | +24.0% | +51.3% | -27.3% | +22.8% |
| 1Y | +45.1% | +65.8% | -20.7% | +43.3% |
| 3Y | +22.5% | +279.2% | -256.7% | +19.9% |
| 5Y | +22.3% | +341.8% | -319.5% | +19.9% |
| All | +22.3% | +343.0% | -320.7% | +19.9% |
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