+1,707.1%
ZBRA vs BMRN
+393.4%
+1,313.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.8% |
| 7D | -3.4% | -1.3% | -2.1% | -3.2% |
| 30D | -7.4% | -6.5% | -0.9% | -6.4% |
| 3M | +57.5% | +18.3% | +39.3% | +53.0% |
| 6M | +64.0% | +8.9% | +55.1% | +61.0% |
| YTD | +44.3% | +10.5% | +33.8% | +41.1% |
| 1Y | +10.9% | +17.5% | -6.6% | +6.9% |
| 3Y | +37.5% | -27.7% | +65.2% | +42.0% |
| 5Y | -39.7% | -15.8% | -23.9% | -39.5% |
| 10Y | +429.9% | -30.1% | +460.1% | +431.1% |
| All | +1,707.1% | +393.4% | +1,313.7% | +1,258.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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