+243.8%
ZETA vs BIIB
-47.1%
+290.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | -0.1% |
| 7D | -6.5% | -4.0% | -2.4% | -5.4% |
| 30D | +4.8% | +5.7% | -0.8% | +3.3% |
| 3M | +53.3% | +10.9% | +42.4% | +47.9% |
| 6M | +66.8% | +14.3% | +52.5% | +58.4% |
| YTD | +50.2% | +22.4% | +27.8% | +38.8% |
| 1Y | +62.0% | +51.1% | +11.0% | +40.0% |
| 3Y | +276.4% | -16.8% | +293.2% | +285.8% |
| 5Y | +341.6% | -28.1% | +369.8% | +345.1% |
| All | +243.8% | -47.1% | +290.8% | +254.6% |
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