+67.8%
ZETA vs IDXX
-16.0%
+83.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.2% | -4.7% |
| 7D | +2.7% | -3.5% | +6.2% | +4.6% |
| 30D | +15.8% | -8.4% | +24.3% | +21.4% |
| 3M | +35.4% | -5.2% | +40.6% | +38.8% |
| 6M | +67.1% | -17.5% | +84.6% | +83.2% |
| YTD | +54.1% | -20.9% | +74.9% | +71.0% |
| 1Y | +67.8% | -16.4% | +84.2% | +87.0% |
| All | +67.8% | -16.0% | +83.9% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling