+66.0%
INCY vs ZYBT
-58.9%
+124.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.5% |
| 7D | -4.2% | -3.7% | -0.4% | -4.2% |
| 30D | +0.6% | 0.0% | +0.6% | +0.6% |
| 3M | +12.6% | +72.2% | -59.6% | +13.9% |
| 6M | +28.3% | +103.1% | -74.8% | +28.9% |
| YTD | +23.0% | +34.8% | -11.8% | +24.3% |
| 1Y | +41.0% | -83.2% | +124.1% | +46.4% |
| All | +66.0% | -58.9% | +124.9% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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