+163.9%
ZTS vs REGN
+357.2%
-193.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | -4.5% | -6.0% | +1.5% | -3.1% |
| 30D | -3.3% | -0.4% | -3.0% | -3.2% |
| 3M | -9.7% | +32.0% | -41.7% | -15.5% |
| 6M | -38.8% | +3.0% | -41.9% | -39.5% |
| YTD | -41.2% | +3.2% | -44.4% | -41.9% |
| 1Y | -50.3% | +43.4% | -93.7% | -54.8% |
| 3Y | -59.1% | -3.6% | -55.5% | -59.8% |
| 5Y | -62.8% | +23.1% | -85.9% | -65.9% |
| 10Y | +57.8% | +108.3% | -50.5% | +24.1% |
| All | +163.9% | +357.2% | -193.3% | +88.3% |
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