+21.6%
ACI vs INCY
+15.4%
+6.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +3.4% |
| 7D | -3.7% | -4.2% | +0.4% | -3.5% |
| 30D | +0.6% | +0.6% | 0.0% | +0.5% |
| 3M | -20.3% | +12.6% | -33.0% | -21.1% |
| 6M | -24.7% | +28.3% | -53.0% | -26.1% |
| YTD | -27.2% | +23.0% | -50.2% | -28.5% |
| 1Y | -32.7% | +41.0% | -73.7% | -34.7% |
| 3Y | -43.9% | +88.6% | -132.5% | -47.4% |
| 5Y | -38.9% | +70.8% | -109.7% | -42.4% |
| All | +21.6% | +15.4% | +6.2% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling