+63.3%
ISRG vs ZETA
+273.0%
-209.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.3% | -8.6% | -4.1% |
| 7D | +4.8% | -0.4% | +5.3% | +4.8% |
| 30D | +9.2% | -8.0% | +17.3% | +10.4% |
| 3M | +21.2% | +21.4% | -0.2% | +17.7% |
| 6M | +0.2% | +80.1% | -79.9% | -8.5% |
| YTD | -20.1% | +52.5% | -72.5% | -26.0% |
| 1Y | -17.3% | +58.5% | -75.8% | -24.0% |
| 3Y | +63.3% | +281.7% | -218.4% | +5.1% |
| All | +63.3% | +273.0% | -209.6% | +5.1% |
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