+398.6%
ZS vs BIIB
-25.0%
+423.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -3.1% | -1.7% | -1.4% | -2.7% |
| 30D | -7.2% | +4.0% | -11.2% | -8.0% |
| 3M | +30.5% | +8.6% | +21.9% | +27.6% |
| 6M | +7.0% | +14.0% | -7.0% | +3.0% |
| YTD | -26.8% | +23.4% | -50.2% | -31.3% |
| 1Y | -42.6% | +45.9% | -88.5% | -48.4% |
| 3Y | -0.3% | -16.1% | +15.8% | +0.8% |
| 5Y | -39.2% | -27.6% | -11.6% | -38.0% |
| All | +398.6% | -25.0% | +423.6% | +349.8% |
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