+22.3%
ISRG vs ZETA
+241.7%
-219.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.2% |
| 7D | -5.2% | -2.4% | -2.7% | -4.9% |
| 30D | -7.6% | +15.6% | -23.1% | -9.8% |
| 3M | -16.4% | +41.5% | -57.8% | -21.3% |
| 6M | -28.6% | +63.4% | -92.0% | -34.8% |
| YTD | -38.2% | +51.3% | -89.5% | -43.2% |
| 1Y | -25.5% | +65.8% | -91.3% | -33.3% |
| 3Y | +17.4% | +279.2% | -261.8% | -17.9% |
| 5Y | -3.0% | +341.8% | -344.7% | -36.1% |
| All | +22.3% | +241.7% | -219.5% | -19.3% |
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