-58.8%
ZTS vs BIIB
-18.3%
-40.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -2.0% |
| 7D | -4.8% | -1.6% | -3.1% | -4.4% |
| 30D | +1.2% | +2.2% | -1.0% | +0.6% |
| 3M | -6.0% | +10.3% | -16.3% | -9.0% |
| 6M | -38.7% | +14.9% | -53.7% | -41.8% |
| YTD | -40.6% | +20.7% | -61.4% | -44.9% |
| 1Y | -50.6% | +50.3% | -100.9% | -57.8% |
| All | -58.8% | -18.3% | -40.5% | -57.2% |
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