+242.2%
ZETA vs TEVA
+241.8%
+0.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.1% | -1.7% | +1.6% | +0.5% |
| 30D | +10.5% | +2.0% | +8.5% | +9.4% |
| 3M | +44.3% | +7.0% | +37.3% | +39.8% |
| 6M | +59.4% | +17.0% | +42.4% | +48.1% |
| YTD | +49.5% | +18.1% | +31.4% | +38.0% |
| 1Y | +62.7% | +87.2% | -24.6% | +26.2% |
| 3Y | +274.6% | +283.1% | -8.4% | +104.8% |
| 5Y | +349.3% | +298.4% | +51.0% | +128.6% |
| All | +242.2% | +241.8% | +0.3% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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