+40.9%
REGN vs ZCMD
-99.9%
+140.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | +10.3% | -12.9% | +23.2% | +10.2% |
| 30D | +22.2% | -45.2% | +67.5% | +21.7% |
| 3M | +17.6% | -59.4% | +77.0% | +16.9% |
| 6M | +28.9% | -99.8% | +128.7% | +31.7% |
| YTD | +17.4% | -99.9% | +117.3% | +20.7% |
| 1Y | +40.9% | -99.9% | +140.8% | +54.4% |
| All | +40.9% | -99.9% | +140.8% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling