+57.1%
INCY vs ZCMD
-100.0%
+157.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.1% | +5.6% | -1.5% |
| 7D | -4.2% | -5.4% | +1.3% | -4.2% |
| 30D | +0.6% | -24.8% | +25.4% | +0.5% |
| 3M | +12.6% | -62.8% | +75.4% | +12.8% |
| 6M | +28.3% | -99.5% | +127.9% | +31.1% |
| YTD | +23.0% | -99.8% | +122.7% | +26.3% |
| 1Y | +41.0% | -99.9% | +140.9% | +45.8% |
| 3Y | +88.6% | -100.0% | +188.6% | +97.6% |
| 5Y | +70.8% | -100.0% | +170.8% | +79.2% |
| All | +57.1% | -100.0% | +157.1% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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