+239.5%
ZETA vs BMRN
-20.3%
+259.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -3.7% | -1.3% | -2.5% | -3.2% |
| 30D | +5.7% | -6.5% | +12.2% | +8.4% |
| 3M | +50.4% | +18.3% | +32.2% | +39.8% |
| 6M | +65.5% | +8.9% | +56.6% | +58.3% |
| YTD | +48.3% | +10.5% | +37.8% | +40.6% |
| 1Y | +45.4% | +17.5% | +27.9% | +33.1% |
| 3Y | +270.8% | -27.7% | +298.5% | +307.2% |
| 5Y | +336.1% | -15.8% | +351.9% | +325.9% |
| All | +239.5% | -20.3% | +259.8% | +249.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling