-5.4%
REGN vs ZBRA
+35.9%
-41.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.7% |
| 7D | -5.6% | -3.4% | -2.2% | -5.3% |
| 30D | -2.0% | -7.4% | +5.4% | -1.3% |
| 3M | +28.0% | +57.5% | -29.6% | +21.5% |
| 6M | +1.2% | +64.0% | -62.8% | -4.8% |
| YTD | +1.6% | +44.3% | -42.7% | -3.4% |
| 1Y | +38.2% | +10.9% | +27.4% | +35.0% |
| 3Y | -5.4% | +37.5% | -42.9% | -10.6% |
| All | -5.4% | +35.9% | -41.3% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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