-3.1%
BSX vs ZETA
+352.7%
-355.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.2% |
| 7D | -8.2% | -6.5% | -1.7% | -7.8% |
| 30D | -15.8% | +4.8% | -20.6% | -16.2% |
| 3M | -10.8% | +53.3% | -64.2% | -14.0% |
| 6M | -38.4% | +66.8% | -105.2% | -41.2% |
| YTD | -54.8% | +50.2% | -105.0% | -56.7% |
| 1Y | -59.0% | +62.0% | -121.1% | -61.2% |
| 3Y | -20.0% | +276.4% | -296.3% | -32.9% |
| 5Y | -3.1% | +341.6% | -344.7% | -21.7% |
| All | -3.1% | +352.7% | -355.8% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling