-39.6%
ZS vs INCY
+69.5%
-109.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.0% |
| 7D | -8.1% | -3.7% | -4.4% | -7.1% |
| 30D | -8.4% | +1.8% | -10.3% | -9.0% |
| 3M | +31.1% | +17.0% | +14.1% | +25.5% |
| 6M | +4.4% | +28.4% | -24.0% | -2.9% |
| YTD | -27.3% | +24.8% | -52.1% | -32.2% |
| 1Y | -41.4% | +42.9% | -84.3% | -47.8% |
| 3Y | +1.7% | +92.7% | -91.0% | -21.1% |
| 5Y | -39.6% | +73.3% | -112.9% | -51.4% |
| All | -39.6% | +69.5% | -109.1% | -51.4% |
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