-100.0%
ZCMD vs BIIB
-28.2%
-71.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -1.4% |
| 7D | -2.0% | -4.0% | +2.0% | -2.7% |
| 30D | -19.8% | +5.7% | -25.5% | -19.0% |
| 3M | -62.1% | +10.9% | -73.0% | -61.6% |
| 6M | -99.5% | +14.3% | -113.8% | -99.5% |
| YTD | -99.7% | +22.4% | -122.2% | -99.7% |
| 1Y | -99.9% | +51.1% | -151.0% | -99.9% |
| 3Y | -100.0% | -16.8% | -83.2% | -100.0% |
| 5Y | -100.0% | -28.1% | -71.8% | -100.0% |
| All | -100.0% | -28.2% | -71.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling