+6,620.5%
INCY vs ZBRA
+2,827.8%
+3,792.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.0% |
| 7D | -2.2% | -1.8% | -0.4% | -1.6% |
| 30D | +3.7% | -8.8% | +12.5% | +6.8% |
| 3M | +22.1% | +47.2% | -25.2% | +5.0% |
| 6M | +29.8% | +61.3% | -31.5% | +6.8% |
| YTD | +27.6% | +42.0% | -14.4% | +9.0% |
| 1Y | +47.2% | +10.5% | +36.7% | +35.9% |
| 3Y | +97.0% | +34.5% | +62.4% | +61.3% |
| 5Y | +73.4% | -40.3% | +113.6% | +78.3% |
| 10Y | +59.2% | +421.5% | -362.3% | -35.8% |
| All | +6,620.5% | +2,827.8% | +3,792.7% | +1,291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling