+239.5%
ZETA vs INCY
+40.6%
+198.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.8% |
| 7D | -3.7% | -4.2% | +0.4% | -2.5% |
| 30D | +5.7% | +0.6% | +5.1% | +5.3% |
| 3M | +50.4% | +12.6% | +37.8% | +44.5% |
| 6M | +65.5% | +28.3% | +37.1% | +51.4% |
| YTD | +48.3% | +23.0% | +25.3% | +37.0% |
| 1Y | +45.4% | +41.0% | +4.4% | +27.4% |
| 3Y | +270.8% | +88.6% | +182.2% | +182.6% |
| 5Y | +336.1% | +70.8% | +265.3% | +247.5% |
| All | +239.5% | +40.6% | +198.9% | +235.1% |
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