+246.3%
ZETA vs VEEV
-8.4%
+254.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | +0.6% |
| 7D | -2.4% | -5.2% | +2.7% | +1.0% |
| 30D | +15.6% | +14.9% | +0.7% | +4.9% |
| 3M | +41.5% | +58.4% | -16.9% | +4.1% |
| 6M | +63.4% | +35.5% | +28.0% | +33.2% |
| YTD | +51.3% | +18.6% | +32.7% | +34.5% |
| 1Y | +65.8% | -6.3% | +72.1% | +68.5% |
| 3Y | +279.2% | +20.2% | +259.0% | +216.4% |
| 5Y | +341.8% | -13.8% | +355.6% | +304.5% |
| All | +246.3% | -8.4% | +254.7% | +234.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VEEV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling