+5.0%
BSX vs ZETA
+241.7%
-236.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.8% |
| 7D | -6.4% | -2.4% | -4.0% | -6.3% |
| 30D | -8.8% | +15.6% | -24.4% | -9.8% |
| 3M | -7.6% | +41.5% | -49.1% | -10.2% |
| 6M | -37.0% | +63.4% | -100.4% | -39.6% |
| YTD | -52.8% | +51.3% | -104.1% | -54.7% |
| 1Y | -58.4% | +65.8% | -124.2% | -60.5% |
| 3Y | -16.5% | +279.2% | -295.7% | -29.1% |
| 5Y | -1.2% | +341.8% | -342.9% | -18.2% |
| All | +5.0% | +241.7% | -236.7% | -12.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling