-68.3%
ZM vs INCY
+69.5%
-137.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.3% |
| 7D | -2.7% | -3.7% | +1.0% | -1.9% |
| 30D | -10.0% | +1.8% | -11.8% | -10.4% |
| 3M | +1.6% | +17.0% | -15.4% | -2.1% |
| 6M | +25.0% | +28.4% | -3.4% | +17.4% |
| YTD | +10.6% | +24.8% | -14.2% | +4.4% |
| 1Y | +14.0% | +42.9% | -29.0% | +3.2% |
| 3Y | +32.5% | +92.7% | -60.2% | +6.8% |
| 5Y | -68.3% | +73.3% | -141.7% | -73.6% |
| All | -68.3% | +69.5% | -137.9% | -73.6% |
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 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