+341.6%
ZETA vs BMRN
-18.8%
+360.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.2% |
| 7D | -6.5% | -1.4% | -5.1% | -6.0% |
| 30D | +4.8% | -5.8% | +10.6% | +7.1% |
| 3M | +53.3% | +16.6% | +36.7% | +43.6% |
| 6M | +66.8% | +7.6% | +59.2% | +60.6% |
| YTD | +50.2% | +10.2% | +39.9% | +42.8% |
| 1Y | +62.0% | +20.2% | +41.8% | +47.5% |
| 3Y | +276.4% | -27.4% | +303.7% | +311.0% |
| 5Y | +341.6% | -16.0% | +357.6% | +369.8% |
| All | +341.6% | -18.8% | +360.4% | +369.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling