+246.3%
ZETA vs BMRN
-21.6%
+268.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.6% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | +15.6% | +1.3% | +14.3% | +14.6% |
| 3M | +41.5% | +14.3% | +27.2% | +33.3% |
| 6M | +63.4% | +5.7% | +57.7% | +58.3% |
| YTD | +51.3% | +8.7% | +42.6% | +44.4% |
| 1Y | +65.8% | +14.6% | +51.2% | +53.5% |
| 3Y | +279.2% | -28.3% | +307.5% | +317.4% |
| 5Y | +341.8% | -15.7% | +357.5% | +326.7% |
| All | +246.3% | -21.6% | +268.0% | +258.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling