+403.3%
ZS vs BMRN
-23.2%
+426.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -3.8% | -3.8% | 0.0% | -2.4% |
| 30D | -6.0% | -6.5% | +0.5% | -3.8% |
| 3M | +32.0% | +11.2% | +20.8% | +26.7% |
| 6M | +2.1% | +5.8% | -3.7% | -0.7% |
| YTD | -26.2% | +8.4% | -34.5% | -29.1% |
| 1Y | -41.2% | +15.7% | -56.8% | -45.4% |
| 3Y | +3.3% | -28.6% | +31.9% | +12.0% |
| 5Y | -40.7% | -19.6% | -21.1% | -39.3% |
| All | +403.3% | -23.2% | +426.5% | +382.4% |
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