-39.6%
ZS vs BIIB
-28.2%
-11.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.1% |
| 7D | -8.1% | -4.0% | -4.0% | -7.1% |
| 30D | -8.4% | +5.7% | -14.1% | -9.6% |
| 3M | +31.1% | +10.9% | +20.2% | +27.3% |
| 6M | +4.4% | +14.3% | -10.0% | -0.1% |
| YTD | -27.3% | +22.4% | -49.7% | -32.3% |
| 1Y | -41.4% | +51.1% | -92.4% | -49.0% |
| 3Y | +1.7% | -16.8% | +18.5% | +5.3% |
| 5Y | -39.6% | -28.1% | -11.5% | -38.4% |
| All | -39.6% | -28.2% | -11.4% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling