+12.8%
BMY vs ZETA
+125.9%
-113.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -1.0% |
| 7D | -1.3% | +26.5% | -27.8% | -0.2% |
| 30D | +10.0% | +10.3% | -0.3% | +10.4% |
| 3M | -1.2% | +30.5% | -31.7% | +0.4% |
| 6M | +12.8% | +129.4% | -116.6% | +19.2% |
| All | +12.8% | +125.9% | -113.1% | +19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling