+270.8%
ZETA vs REGN
-4.3%
+275.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -1.0% |
| 7D | -3.7% | -5.6% | +1.9% | -2.8% |
| 30D | +5.7% | -2.0% | +7.7% | +6.0% |
| 3M | +50.4% | +28.0% | +22.5% | +44.5% |
| 6M | +65.5% | +1.2% | +64.3% | +65.7% |
| YTD | +48.3% | +1.6% | +46.7% | +47.8% |
| 1Y | +45.4% | +38.2% | +7.1% | +32.9% |
| 3Y | +270.8% | -5.4% | +276.1% | +307.0% |
| All | +270.8% | -4.3% | +275.1% | +307.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling