+90.3%
ZETA vs BMRN
+8.7%
+81.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.1% |
| 7D | -5.0% | +2.0% | -7.0% | -5.5% |
| 30D | -3.3% | -0.7% | -2.6% | -3.3% |
| 3M | +31.0% | -5.9% | +36.9% | +32.3% |
| 6M | +72.2% | +3.0% | +69.1% | +70.4% |
| YTD | +56.2% | -3.9% | +60.0% | +56.1% |
| 1Y | +90.3% | +8.8% | +81.5% | +84.8% |
| All | +90.3% | +8.7% | +81.6% | +84.8% |
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