+341.6%
ZETA vs INCY
+69.5%
+272.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +1.1% |
| 7D | -6.5% | -3.7% | -2.8% | -5.4% |
| 30D | +4.8% | +1.8% | +3.0% | +4.1% |
| 3M | +53.3% | +17.0% | +36.4% | +46.0% |
| 6M | +66.8% | +28.4% | +38.4% | +53.4% |
| YTD | +50.2% | +24.8% | +25.4% | +38.7% |
| 1Y | +62.0% | +42.9% | +19.1% | +42.4% |
| 3Y | +276.4% | +92.7% | +183.7% | +189.4% |
| 5Y | +341.6% | +73.3% | +268.3% | +255.2% |
| All | +341.6% | +69.5% | +272.1% | +255.2% |
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 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