-17.4%
ZBH vs INCY
+54.2%
-71.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | -4.7% | -4.2% | -0.5% | -3.9% |
| 30D | -4.5% | +0.6% | -5.1% | -4.6% |
| 3M | +7.6% | +12.6% | -5.1% | +4.9% |
| 6M | +0.3% | +28.3% | -28.0% | -4.8% |
| YTD | +4.5% | +23.0% | -18.5% | -0.3% |
| 1Y | -9.4% | +41.0% | -50.4% | -16.3% |
| 3Y | -21.5% | +88.6% | -110.1% | -32.9% |
| 5Y | -28.4% | +70.8% | -99.2% | -38.4% |
| All | -17.4% | +54.2% | -71.6% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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