+54.1%
ZM vs INCY
+62.5%
-8.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -5.7% | -4.2% | -1.5% | -4.9% |
| 30D | -9.1% | +0.6% | -9.7% | -9.2% |
| 3M | +3.5% | +12.6% | -9.1% | +1.0% |
| 6M | +25.7% | +28.3% | -2.7% | +19.3% |
| YTD | +10.8% | +23.0% | -12.2% | +5.9% |
| 1Y | +12.8% | +41.0% | -28.2% | +4.4% |
| 3Y | +33.1% | +88.6% | -55.4% | +13.6% |
| 5Y | -68.3% | +70.8% | -139.1% | -72.3% |
| All | +54.1% | +62.5% | -8.4% | +32.6% |
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