+23.9%
ISRG vs ZETA
+232.9%
-209.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.3% | -8.6% | -4.3% |
| 7D | +4.8% | -0.4% | +5.3% | +4.8% |
| 30D | +9.2% | -8.0% | +17.3% | +10.7% |
| 3M | +21.2% | +21.4% | -0.2% | +16.7% |
| 6M | +0.2% | +80.1% | -79.9% | -10.9% |
| YTD | -20.1% | +52.5% | -72.5% | -27.5% |
| 1Y | -17.3% | +58.5% | -75.8% | -25.8% |
| 3Y | +63.3% | +281.7% | -218.4% | +6.7% |
| All | +23.9% | +232.9% | -209.0% | -24.6% |
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