+87.8%
ZTS vs BIIB
-20.7%
+108.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.8% |
| 7D | +5.6% | +2.0% | +3.5% | +5.2% |
| 30D | +12.1% | +8.8% | +3.2% | +10.3% |
| 3M | +11.3% | +20.3% | -9.0% | +7.4% |
| 6M | +14.3% | +23.9% | -9.6% | +9.3% |
| YTD | -31.9% | +44.0% | -75.9% | -37.1% |
| 1Y | -29.3% | +53.8% | -83.1% | -35.6% |
| 3Y | -48.0% | +13.8% | -61.9% | -50.5% |
| 5Y | -58.9% | -6.3% | -52.6% | -60.1% |
| All | +87.8% | -20.7% | +108.5% | +70.4% |
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 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