-17.6%
BSX vs ZETA
+272.3%
-289.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -7.0% | -0.1% | -7.0% | -7.1% |
| 30D | -10.9% | +10.5% | -21.4% | -11.5% |
| 3M | -8.2% | +44.3% | -52.5% | -10.6% |
| 6M | -37.5% | +59.4% | -96.9% | -39.8% |
| YTD | -52.8% | +49.5% | -102.3% | -54.5% |
| 1Y | -58.4% | +62.7% | -121.1% | -60.3% |
| All | -17.6% | +272.3% | -289.9% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling