-100.0%
ZCMD vs BIIB
-33.6%
-66.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -7.0% |
| 7D | -5.4% | -1.7% | -3.8% | -5.5% |
| 30D | -24.8% | +4.0% | -28.7% | -24.7% |
| 3M | -62.8% | +8.6% | -71.4% | -62.9% |
| 6M | -99.5% | +14.0% | -113.5% | -99.5% |
| YTD | -99.8% | +23.4% | -123.1% | -99.8% |
| 1Y | -99.9% | +45.9% | -145.8% | -99.9% |
| 3Y | -100.0% | -16.1% | -83.9% | -100.0% |
| 5Y | -100.0% | -27.6% | -72.4% | -100.0% |
| All | -100.0% | -33.6% | -66.4% | -100.0% |
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