+63.0%
INCY vs ZCMD
-100.0%
+163.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +1.3% |
| 7D | -2.2% | -4.1% | +1.9% | -2.2% |
| 30D | +3.7% | -22.7% | +26.4% | +3.6% |
| 3M | +22.1% | -62.5% | +84.6% | +22.3% |
| 6M | +29.8% | -99.5% | +129.2% | +32.6% |
| YTD | +27.6% | -99.7% | +127.3% | +31.1% |
| 1Y | +47.2% | -99.9% | +147.1% | +52.2% |
| 3Y | +97.0% | -100.0% | +196.9% | +106.4% |
| 5Y | +73.4% | -100.0% | +173.3% | +81.9% |
| All | +63.0% | -100.0% | +163.0% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling