+243.8%
ZETA vs REGN
+53.6%
+190.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.9% |
| 7D | -6.5% | -6.0% | -0.5% | -5.0% |
| 30D | +4.8% | -0.4% | +5.2% | +4.8% |
| 3M | +53.3% | +32.0% | +21.3% | +42.3% |
| 6M | +66.8% | +3.0% | +63.8% | +64.8% |
| YTD | +50.2% | +3.2% | +47.0% | +47.7% |
| 1Y | +62.0% | +43.4% | +18.6% | +41.6% |
| 3Y | +276.4% | -3.6% | +280.0% | +277.5% |
| 5Y | +341.6% | +23.1% | +318.5% | +298.6% |
| All | +243.8% | +53.6% | +190.1% | +185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling