-99.9%
ZCMD vs BMRN
+12.9%
-112.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -3.9% | -3.6% |
| 7D | -8.0% | +2.9% | -10.9% | -6.1% |
| 30D | -27.9% | +11.0% | -38.9% | -20.8% |
| 3M | -74.6% | +17.8% | -92.4% | -70.1% |
| 6M | -99.5% | +10.1% | -109.5% | -99.2% |
| YTD | -99.7% | +11.9% | -111.7% | -99.7% |
| 1Y | -99.9% | +17.2% | -117.1% | -99.8% |
| All | -99.9% | +12.9% | -112.8% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling