+55.7%
ZTS vs REGN
+105.3%
-49.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.5% |
| 7D | -3.7% | -5.6% | +1.8% | -2.4% |
| 30D | -0.8% | -2.0% | +1.2% | -0.3% |
| 3M | -9.7% | +28.0% | -37.7% | -15.2% |
| 6M | -38.4% | +1.2% | -39.5% | -38.8% |
| YTD | -41.1% | +1.6% | -42.7% | -41.7% |
| 1Y | -50.6% | +38.2% | -88.9% | -54.9% |
| 3Y | -59.1% | -5.4% | -53.8% | -59.6% |
| 5Y | -62.7% | +21.3% | -84.0% | -65.9% |
| All | +55.7% | +105.3% | -49.5% | +24.6% |
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 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