-58.7%
ZTS vs BIIB
-7.5%
-51.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.8% |
| 7D | +5.6% | +2.0% | +3.5% | +5.1% |
| 30D | +12.1% | +8.8% | +3.2% | +9.9% |
| 3M | +11.3% | +20.3% | -9.0% | +6.5% |
| 6M | +14.3% | +23.9% | -9.6% | +8.0% |
| YTD | -31.9% | +44.0% | -75.9% | -38.5% |
| 1Y | -29.3% | +53.8% | -83.1% | -37.3% |
| 3Y | -48.0% | +13.8% | -61.9% | -51.5% |
| All | -58.7% | -7.5% | -51.3% | -60.6% |
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