+53.6%
ISRG vs ZETA
+313.7%
-260.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -6.1% | +26.5% | -32.6% | -9.7% |
| 30D | +4.2% | +10.3% | -6.0% | +2.4% |
| 3M | +9.6% | +30.5% | -20.9% | +4.6% |
| 6M | +1.9% | +129.4% | -127.5% | -12.0% |
| YTD | -22.3% | +83.1% | -105.5% | -31.0% |
| 1Y | -23.2% | +82.1% | -105.2% | -31.9% |
| 3Y | +58.5% | +352.3% | -293.8% | +7.8% |
| 5Y | +23.9% | +293.1% | -269.2% | -19.9% |
| All | +53.6% | +313.7% | -260.0% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling