+17.6%
BMY vs ZETA
+306.8%
-289.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.4% | +1.8% |
| 7D | +2.1% | +18.1% | -16.0% | +1.9% |
| 30D | +7.0% | +13.6% | -6.6% | +6.8% |
| 3M | -0.9% | +23.7% | -24.6% | -1.2% |
| 6M | +14.9% | +128.5% | -113.6% | +13.5% |
| YTD | +22.8% | +80.1% | -57.3% | +21.5% |
| 1Y | +36.2% | +98.0% | -61.8% | +34.6% |
| 3Y | +45.7% | +348.6% | -302.9% | +43.2% |
| 5Y | +31.3% | +286.6% | -255.3% | +29.9% |
| All | +17.6% | +306.8% | -289.2% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling