+35.0%
ZBRA vs BIIB
-17.2%
+52.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -1.0% |
| 7D | -3.8% | -4.0% | +0.3% | -2.5% |
| 30D | -10.2% | +5.7% | -15.9% | -11.9% |
| 3M | +58.7% | +10.9% | +47.8% | +52.9% |
| 6M | +61.9% | +14.3% | +47.6% | +53.5% |
| YTD | +41.7% | +22.4% | +19.3% | +30.3% |
| 1Y | +12.4% | +51.1% | -38.7% | -4.7% |
| All | +35.0% | -17.2% | +52.2% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling