-100.0%
ZCMD vs BIIB
-35.1%
-64.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.6% |
| 7D | -1.4% | -1.6% | +0.2% | -1.4% |
| 30D | -21.6% | +2.2% | -23.8% | -21.5% |
| 3M | -67.4% | +10.3% | -77.7% | -67.6% |
| 6M | -99.4% | +14.9% | -114.4% | -99.4% |
| YTD | -99.7% | +20.7% | -120.5% | -99.8% |
| 1Y | -99.9% | +50.3% | -150.2% | -99.9% |
| 3Y | -100.0% | -18.0% | -82.0% | -100.0% |
| 5Y | -100.0% | -33.9% | -66.1% | -100.0% |
| All | -100.0% | -35.1% | -64.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling