+390.7%
ZS vs BIIB
-26.6%
+417.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.8% | -0.9% | -3.8% |
| 7D | -9.2% | -1.6% | -7.6% | -8.9% |
| 30D | -4.0% | +2.2% | -6.2% | -4.5% |
| 3M | +25.3% | +10.3% | +15.0% | +22.1% |
| 6M | -1.3% | +14.9% | -16.2% | -5.2% |
| YTD | -28.0% | +20.7% | -48.7% | -32.1% |
| 1Y | -42.5% | +50.3% | -92.8% | -48.7% |
| 3Y | +0.7% | -18.0% | +18.7% | +2.3% |
| 5Y | -42.3% | -33.9% | -8.4% | -40.1% |
| All | +390.7% | -26.6% | +417.3% | +344.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling