+2,758.2%
REGN vs ZBH
+269.7%
+2,488.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.0% |
| 7D | -5.6% | -4.7% | -0.9% | -3.6% |
| 30D | -2.0% | -4.5% | +2.5% | -0.1% |
| 3M | +28.0% | +7.6% | +20.4% | +23.3% |
| 6M | +1.2% | +0.3% | +0.9% | 0.0% |
| YTD | +1.6% | +4.5% | -2.9% | -1.7% |
| 1Y | +38.2% | -9.4% | +47.6% | +40.9% |
| 3Y | -5.4% | -21.5% | +16.1% | +0.6% |
| 5Y | +21.3% | -28.4% | +49.7% | +30.1% |
| 10Y | +105.2% | -16.5% | +121.8% | +82.1% |
| All | +2,758.2% | +269.7% | +2,488.5% | +951.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling