+136.7%
REGN vs ZM
+47.0%
+89.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.6% | -5.7% | +0.1% | -5.2% |
| 30D | -2.0% | -9.1% | +7.1% | -1.3% |
| 3M | +28.0% | +3.5% | +24.4% | +27.5% |
| 6M | +1.2% | +25.7% | -24.5% | -1.0% |
| YTD | +1.6% | +10.8% | -9.1% | +0.2% |
| 1Y | +38.2% | +12.8% | +25.5% | +36.0% |
| 3Y | -5.4% | +33.1% | -38.5% | -8.7% |
| 5Y | +21.3% | -68.3% | +89.6% | +26.6% |
| All | +136.7% | +47.0% | +89.6% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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