+275.4%
ZETA vs BDX
-10.7%
+286.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.8% |
| 7D | -6.5% | -5.4% | -1.1% | -5.4% |
| 30D | +4.8% | -2.2% | +7.0% | +5.3% |
| 3M | +53.3% | +20.1% | +33.3% | +47.8% |
| 6M | +66.8% | +9.1% | +57.8% | +63.8% |
| YTD | +50.2% | +17.9% | +32.3% | +44.8% |
| 1Y | +62.0% | +22.1% | +40.0% | +55.4% |
| All | +275.4% | -10.7% | +286.1% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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