+262.4%
ZBH vs INCY
+584.9%
-322.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.0% |
| 7D | -6.6% | -3.7% | -2.9% | -6.1% |
| 30D | -4.9% | +1.8% | -6.8% | -5.2% |
| 3M | +5.1% | +17.0% | -11.9% | +2.8% |
| 6M | +1.3% | +28.4% | -27.0% | -2.3% |
| YTD | +3.4% | +24.8% | -21.5% | -0.2% |
| 1Y | -8.7% | +42.9% | -51.6% | -13.7% |
| 3Y | -21.2% | +92.7% | -113.9% | -29.3% |
| 5Y | -29.2% | +73.3% | -102.5% | -36.0% |
| 10Y | -17.5% | +55.8% | -73.3% | -26.8% |
| All | +262.4% | +584.9% | -322.5% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling