-62.4%
ZTS vs INCY
+69.9%
-132.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -3.8% | -2.2% | -1.6% | -3.3% |
| 30D | -2.0% | +3.7% | -5.7% | -2.8% |
| 3M | -10.2% | +22.1% | -32.3% | -14.5% |
| 6M | -39.4% | +29.8% | -69.2% | -43.1% |
| YTD | -40.8% | +27.6% | -68.4% | -44.5% |
| 1Y | -50.1% | +47.2% | -97.3% | -55.0% |
| 3Y | -58.9% | +97.0% | -155.8% | -66.4% |
| 5Y | -62.4% | +73.4% | -135.7% | -68.4% |
| All | -62.4% | +69.9% | -132.2% | -68.4% |
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