+22.6%
BMY vs ZETA
+247.9%
-225.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.8% |
| 7D | +0.4% | +2.7% | -2.3% | +0.3% |
| 30D | +5.0% | +15.8% | -10.8% | +4.8% |
| 3M | +19.4% | +35.4% | -16.0% | +18.9% |
| 6M | +9.5% | +67.1% | -57.6% | +8.6% |
| YTD | +28.1% | +54.1% | -26.0% | +27.0% |
| 1Y | +50.0% | +67.8% | -17.8% | +48.4% |
| 3Y | +24.1% | +311.4% | -287.3% | +22.3% |
| 5Y | +25.0% | +324.8% | -299.8% | +24.3% |
| All | +22.6% | +247.9% | -225.4% | +22.9% |
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 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