+15.3%
INCY vs Z
-16.5%
+31.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.1% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | +8.4% | +5.2% | +3.2% | +7.5% |
| 3M | +0.4% | -17.0% | +17.4% | +2.5% |
| 6M | +22.4% | -22.7% | +45.1% | +25.7% |
| YTD | +22.5% | -56.3% | +78.8% | +34.9% |
| 1Y | +14.8% | -57.7% | +72.4% | +26.8% |
| 3Y | +127.7% | -16.5% | +144.3% | +123.0% |
| 5Y | +84.4% | -53.4% | +137.8% | +88.3% |
| All | +15.3% | -16.5% | +31.8% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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