-5.4%
REGN vs ZBH
-20.7%
+15.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -5.6% | -4.7% | -0.9% | -4.5% |
| 30D | -2.0% | -4.5% | +2.5% | -0.9% |
| 3M | +28.0% | +7.6% | +20.4% | +25.4% |
| 6M | +1.2% | +0.3% | +0.9% | +0.5% |
| YTD | +1.6% | +4.5% | -2.9% | -0.2% |
| 1Y | +38.2% | -9.4% | +47.6% | +39.5% |
| 3Y | -5.4% | -21.5% | +16.1% | -3.4% |
| All | -5.4% | -20.7% | +15.3% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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