+25.5%
ISRG vs ZETA
+281.0%
-255.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | -2.0% | +18.1% | -20.1% | -4.9% |
| 30D | +5.6% | +13.6% | -8.0% | +3.0% |
| 3M | +10.5% | +23.7% | -13.2% | +6.0% |
| 6M | +2.6% | +128.5% | -125.9% | -12.6% |
| YTD | -21.7% | +80.1% | -101.8% | -31.1% |
| 1Y | -21.6% | +98.0% | -119.6% | -32.3% |
| 3Y | +57.0% | +348.6% | -291.6% | -0.4% |
| All | +25.5% | +281.0% | -255.5% | -28.7% |
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