-59.0%
ZTS vs INCY
+96.8%
-155.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -3.8% | -2.2% | -1.6% | -3.4% |
| 30D | -2.0% | +3.7% | -5.7% | -2.6% |
| 3M | -10.2% | +22.1% | -32.3% | -13.4% |
| 6M | -39.4% | +29.8% | -69.2% | -42.3% |
| YTD | -40.8% | +27.6% | -68.4% | -43.6% |
| 1Y | -50.1% | +47.2% | -97.3% | -53.9% |
| All | -59.0% | +96.8% | -155.8% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling