+403.3%
ZS vs INCY
+41.3%
+362.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.1% |
| 7D | -3.8% | -2.2% | -1.6% | -3.1% |
| 30D | -6.0% | +3.7% | -9.7% | -7.3% |
| 3M | +32.0% | +22.1% | +9.9% | +22.9% |
| 6M | +2.1% | +29.8% | -27.6% | -7.5% |
| YTD | -26.2% | +27.6% | -53.7% | -33.1% |
| 1Y | -41.2% | +47.2% | -88.4% | -49.7% |
| 3Y | +3.3% | +97.0% | -93.6% | -24.4% |
| 5Y | -40.7% | +73.4% | -114.1% | -54.4% |
| All | +403.3% | +41.3% | +362.1% | +282.7% |
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