+23.4%
REGN vs ZS
-38.5%
+61.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -5.6% | -3.1% | -2.5% | -5.4% |
| 30D | -2.0% | -7.2% | +5.3% | -1.7% |
| 3M | +28.0% | +30.5% | -2.5% | +25.9% |
| 6M | +1.2% | +7.0% | -5.8% | -0.2% |
| YTD | +1.6% | -26.8% | +28.5% | +2.9% |
| 1Y | +38.2% | -42.6% | +80.8% | +42.3% |
| 3Y | -5.4% | -0.3% | -5.0% | -9.2% |
| All | +23.4% | -38.5% | +61.9% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 5y: compounded portfolio wealth divided by compounded ZS 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…
5y analysis · Full analysis span regression · 6 months rolling