-17.4%
BSX vs ZETA
+348.6%
-366.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | +3.7% | +18.1% | -14.4% | +2.6% |
| 30D | +3.1% | +13.6% | -10.5% | +2.2% |
| 3M | -14.2% | +23.7% | -38.0% | -15.5% |
| 6M | -16.4% | +128.5% | -144.9% | -21.2% |
| YTD | -53.5% | +80.1% | -133.6% | -55.7% |
| 1Y | -57.8% | +98.0% | -155.8% | -60.0% |
| 3Y | -17.4% | +348.6% | -366.0% | -28.9% |
| All | -17.4% | +348.6% | -366.0% | -28.9% |
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 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