-28.7%
ZBH vs INCY
+69.3%
-98.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | -4.7% | -4.2% | -0.5% | -4.1% |
| 30D | -4.5% | +0.6% | -5.1% | -4.6% |
| 3M | +7.6% | +12.6% | -5.1% | +5.8% |
| 6M | +0.3% | +28.3% | -28.0% | -3.2% |
| YTD | +4.5% | +23.0% | -18.5% | +1.2% |
| 1Y | -9.4% | +41.0% | -50.4% | -14.4% |
| 3Y | -21.5% | +88.6% | -110.1% | -30.0% |
| All | -28.7% | +69.3% | -98.0% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling