+246.3%
ZETA vs BDX
+4.9%
+241.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.1% |
| 7D | -2.4% | -4.3% | +1.8% | -1.4% |
| 30D | +15.6% | +1.3% | +14.3% | +15.3% |
| 3M | +41.5% | +20.2% | +21.2% | +35.4% |
| 6M | +63.4% | +8.6% | +54.8% | +60.1% |
| YTD | +51.3% | +19.0% | +32.3% | +44.6% |
| 1Y | +65.8% | +21.2% | +44.6% | +57.8% |
| 3Y | +279.2% | -9.7% | +288.9% | +284.9% |
| 5Y | +341.8% | -3.4% | +345.2% | +329.5% |
| All | +246.3% | +4.9% | +241.5% | +231.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling