-1.0%
ZS vs BIIB
-17.2%
+16.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.8% |
| 7D | -8.1% | -4.0% | -4.0% | -7.7% |
| 30D | -8.4% | +5.7% | -14.1% | -8.8% |
| 3M | +31.1% | +10.9% | +20.2% | +29.6% |
| 6M | +4.4% | +14.3% | -10.0% | +2.5% |
| YTD | -27.3% | +22.4% | -49.7% | -29.8% |
| 1Y | -41.4% | +51.1% | -92.4% | -45.9% |
| All | -1.0% | -17.2% | +16.2% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling