+94.4%
INCY vs Z
-37.5%
+131.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.6% | -1.1% |
| 7D | -0.5% | -3.3% | +2.8% | -0.1% |
| 30D | +3.2% | -3.7% | +6.9% | +3.5% |
| 3M | +23.6% | -7.0% | +30.6% | +24.2% |
| 6M | +29.7% | -29.5% | +59.2% | +34.1% |
| YTD | +25.9% | -52.6% | +78.5% | +36.2% |
| 1Y | +43.7% | -64.0% | +107.7% | +60.7% |
| 3Y | +94.4% | -36.4% | +130.9% | +93.3% |
| All | +94.4% | -37.5% | +131.9% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling