+21.9%
INCY vs Z
+25.1%
-3.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | +1.9% | -3.0% | +4.9% | +2.3% |
| 30D | +5.8% | -4.2% | +10.0% | +6.3% |
| 3M | +25.2% | -3.7% | +28.9% | +25.3% |
| 6M | +28.2% | -24.5% | +52.7% | +32.3% |
| YTD | +28.3% | -49.3% | +77.6% | +39.3% |
| 1Y | +48.3% | -58.7% | +107.0% | +65.2% |
| 3Y | +95.9% | -34.1% | +130.1% | +98.9% |
| 5Y | +66.6% | -64.5% | +131.1% | +76.6% |
| 10Y | +54.5% | -0.5% | +55.0% | +25.6% |
| All | +21.9% | +25.1% | -3.2% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling