+174.6%
ZTS vs BIIB
+40.4%
+134.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -2.0% | +1.1% | -3.0% | -2.2% |
| 30D | +1.9% | +6.9% | -5.0% | +0.6% |
| 3M | -4.0% | +12.4% | -16.4% | -6.5% |
| 6M | -39.1% | +16.3% | -55.4% | -41.3% |
| YTD | -38.8% | +25.5% | -64.3% | -42.0% |
| 1Y | -49.6% | +57.8% | -107.4% | -54.4% |
| 3Y | -59.0% | -17.3% | -41.6% | -58.5% |
| 5Y | -61.8% | -33.8% | -28.0% | -60.5% |
| 10Y | +61.4% | -29.6% | +91.0% | +53.1% |
| All | +174.6% | +40.4% | +134.2% | +96.9% |
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