+73.3%
INCY vs Z
-66.6%
+139.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.9% |
| 7D | -3.7% | -11.6% | +7.9% | -2.4% |
| 30D | +1.8% | -8.5% | +10.3% | +2.7% |
| 3M | +17.0% | -7.9% | +24.9% | +17.7% |
| 6M | +28.4% | -29.1% | +57.5% | +32.6% |
| YTD | +24.8% | -54.2% | +79.0% | +35.0% |
| 1Y | +42.9% | -63.5% | +106.5% | +58.4% |
| 3Y | +92.7% | -38.6% | +131.3% | +96.9% |
| 5Y | +73.3% | -66.0% | +139.3% | +74.2% |
| All | +73.3% | -66.6% | +139.9% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling