+49.7%
INCY vs ZBRA
+435.2%
-385.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.9% |
| 7D | -4.2% | -3.4% | -0.8% | -3.5% |
| 30D | +0.6% | -7.4% | +8.0% | +2.1% |
| 3M | +12.6% | +57.5% | -44.9% | +1.2% |
| 6M | +28.3% | +64.0% | -35.7% | +13.2% |
| YTD | +23.0% | +44.3% | -21.3% | +11.2% |
| 1Y | +41.0% | +10.9% | +30.1% | +34.7% |
| 3Y | +88.6% | +37.5% | +51.1% | +66.6% |
| 5Y | +70.8% | -39.7% | +110.5% | +80.6% |
| All | +49.7% | +435.2% | -385.6% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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