-34.8%
ACI vs INCY
+43.3%
-78.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | -7.1% | -3.7% | -3.4% | -6.9% |
| 30D | -4.5% | +1.8% | -6.3% | -4.6% |
| 3M | -22.3% | +17.0% | -39.2% | -22.8% |
| 6M | -28.4% | +28.4% | -56.8% | -28.8% |
| YTD | -29.5% | +24.8% | -54.3% | -29.9% |
| All | -34.8% | +43.3% | -78.2% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling