+2.0%
ZBH vs INCY
+31.3%
-29.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -4.9% | -2.2% | -2.7% | -4.6% |
| 30D | -3.2% | +3.7% | -6.9% | -3.7% |
| 3M | +5.8% | +22.1% | -16.2% | +4.3% |
| 6M | +2.0% | +29.8% | -27.8% | -0.2% |
| All | +2.0% | +31.3% | -29.4% | -0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling