+273.7%
ZETA vs INCY
+96.8%
+176.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -0.1% | -2.2% | +2.1% | +0.5% |
| 30D | +10.5% | +3.7% | +6.8% | +9.4% |
| 3M | +44.3% | +22.1% | +22.2% | +37.3% |
| 6M | +59.4% | +29.8% | +29.7% | +48.7% |
| YTD | +49.5% | +27.6% | +21.9% | +39.4% |
| 1Y | +62.7% | +47.2% | +15.5% | +45.2% |
| All | +273.7% | +96.8% | +176.9% | +185.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling