+239.5%
ZETA vs REGN
+51.3%
+188.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.9% |
| 7D | -3.7% | -5.6% | +1.9% | -2.3% |
| 30D | +5.7% | -2.0% | +7.7% | +6.2% |
| 3M | +50.4% | +28.0% | +22.5% | +40.8% |
| 6M | +65.5% | +1.2% | +64.3% | +64.3% |
| YTD | +48.3% | +1.6% | +46.7% | +46.4% |
| 1Y | +45.4% | +38.2% | +7.1% | +28.5% |
| 3Y | +270.8% | -5.4% | +276.1% | +273.9% |
| 5Y | +336.1% | +21.3% | +314.9% | +295.2% |
| All | +239.5% | +51.3% | +188.1% | +183.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling