+166.5%
ZTS vs INCY
+576.8%
-410.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.6% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | +1.2% | +3.2% | -1.9% | +0.6% |
| 3M | -6.0% | +23.6% | -29.6% | -10.3% |
| 6M | -38.7% | +29.7% | -68.4% | -42.1% |
| YTD | -40.6% | +25.9% | -66.6% | -43.7% |
| 1Y | -50.6% | +43.7% | -94.3% | -54.6% |
| 3Y | -58.7% | +94.4% | -153.2% | -65.0% |
| 5Y | -62.8% | +68.0% | -130.8% | -67.7% |
| 10Y | +56.2% | +52.5% | +3.7% | +31.6% |
| All | +166.5% | +576.8% | -410.3% | +95.8% |
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