+55.5%
ZM vs INCY
+66.4%
-10.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -3.0% | -4.5% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | -7.7% | +3.2% | -10.9% | -8.2% |
| 3M | -4.7% | +23.6% | -28.3% | -8.6% |
| 6M | +24.4% | +29.7% | -5.2% | +17.9% |
| YTD | +11.8% | +25.9% | -14.2% | +6.4% |
| 1Y | +13.4% | +43.7% | -30.4% | +4.6% |
| 3Y | +33.8% | +94.4% | -60.6% | +13.5% |
| 5Y | -67.2% | +68.0% | -135.1% | -71.3% |
| All | +55.5% | +66.4% | -10.9% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling