+91.4%
INCY vs ZCMD
-100.0%
+191.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.2% |
| 7D | -3.7% | -2.0% | -1.7% | -3.7% |
| 30D | +1.8% | -19.8% | +21.6% | +1.8% |
| 3M | +17.0% | -62.1% | +79.0% | +17.5% |
| 6M | +28.4% | -99.5% | +127.9% | +30.8% |
| YTD | +24.8% | -99.7% | +124.6% | +27.8% |
| 1Y | +42.9% | -99.9% | +142.8% | +47.1% |
| All | +91.4% | -100.0% | +191.4% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling