+129.8%
REGN vs ZS
+498.3%
-368.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -5.6% | -3.1% | -2.5% | -5.3% |
| 30D | -2.0% | -7.2% | +5.3% | -1.4% |
| 3M | +28.0% | +30.5% | -2.5% | +24.3% |
| 6M | +1.2% | +7.0% | -5.8% | -1.3% |
| YTD | +1.6% | -26.8% | +28.5% | +3.1% |
| 1Y | +38.2% | -42.6% | +80.8% | +43.6% |
| 3Y | -5.4% | -0.3% | -5.0% | -10.3% |
| 5Y | +21.3% | -39.2% | +60.5% | +16.8% |
| All | +129.8% | +498.3% | -368.5% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling