-20.1%
ISRG vs ZETA
+61.6%
-81.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +1.0% |
| 7D | +5.4% | +6.2% | -0.8% | +4.4% |
| 30D | +8.6% | -2.0% | +10.7% | +8.8% |
| 3M | +21.6% | +21.7% | -0.1% | +17.3% |
| 6M | +2.3% | +89.1% | -86.8% | -10.2% |
| YTD | -18.7% | +59.3% | -78.0% | -26.9% |
| All | -20.1% | +61.6% | -81.7% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling