+55.7%
ZTS vs BMRN
-29.6%
+85.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.7% | -1.3% | -2.5% | -3.4% |
| 30D | -0.8% | -6.5% | +5.7% | +0.9% |
| 3M | -9.7% | +18.3% | -28.0% | -13.8% |
| 6M | -38.4% | +8.9% | -47.3% | -40.1% |
| YTD | -41.1% | +10.5% | -51.6% | -43.0% |
| 1Y | -50.6% | +17.5% | -68.1% | -53.3% |
| 3Y | -59.1% | -27.7% | -31.4% | -57.0% |
| 5Y | -62.7% | -15.8% | -46.9% | -63.0% |
| All | +55.7% | -29.6% | +85.4% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling