-17.4%
ZBH vs BIIB
-26.2%
+8.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -4.7% | -1.7% | -3.0% | -4.5% |
| 30D | -4.5% | +4.0% | -8.5% | -5.0% |
| 3M | +7.6% | +8.6% | -1.0% | +6.3% |
| 6M | +0.3% | +14.0% | -13.7% | -1.8% |
| YTD | +4.5% | +23.4% | -18.9% | +1.1% |
| 1Y | -9.4% | +45.9% | -55.3% | -14.4% |
| 3Y | -21.5% | -16.1% | -5.3% | -21.2% |
| 5Y | -28.4% | -27.6% | -0.8% | -28.2% |
| All | -17.4% | -26.2% | +8.8% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling