+312.3%
ZETA vs BIIB
-37.7%
+350.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.8% | -2.0% |
| 7D | +18.1% | +2.0% | +16.1% | +17.5% |
| 30D | +13.6% | +8.8% | +4.7% | +11.0% |
| 3M | +23.7% | +20.3% | +3.4% | +17.6% |
| 6M | +128.5% | +23.9% | +104.6% | +113.3% |
| YTD | +80.1% | +44.0% | +36.1% | +59.2% |
| 1Y | +98.0% | +53.8% | +44.2% | +71.3% |
| 3Y | +348.6% | +13.8% | +334.8% | +317.7% |
| 5Y | +286.6% | -6.3% | +292.9% | +267.4% |
| All | +312.3% | -37.7% | +350.0% | +306.8% |
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