+67.8%
ZETA vs REGN
+46.5%
+21.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -4.1% |
| 7D | +2.7% | +4.2% | -1.6% | +2.8% |
| 30D | +15.8% | +7.8% | +8.0% | +16.1% |
| 3M | +35.4% | +31.8% | +3.6% | +37.4% |
| 6M | +67.1% | +5.4% | +61.7% | +70.9% |
| YTD | +54.1% | +7.7% | +46.4% | +56.7% |
| 1Y | +67.8% | +46.7% | +21.2% | +62.4% |
| All | +67.8% | +46.5% | +21.4% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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