+28.0%
ISRG vs ZETA
+247.9%
-219.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | -0.2% |
| 7D | -1.6% | +2.7% | -4.2% | -2.1% |
| 30D | -2.3% | +15.8% | -18.1% | -4.7% |
| 3M | -12.4% | +35.4% | -47.9% | -17.1% |
| 6M | -26.8% | +67.1% | -93.9% | -33.5% |
| YTD | -35.3% | +54.1% | -89.3% | -40.7% |
| 1Y | -19.3% | +67.8% | -87.1% | -27.9% |
| 3Y | +18.1% | +311.4% | -293.3% | -18.6% |
| 5Y | +2.6% | +324.8% | -322.2% | -32.6% |
| All | +28.0% | +247.9% | -219.9% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling