-31.6%
ACI vs INCY
+132.2%
-163.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +2.3% | +1.1% | +1.2% | +2.2% |
| 30D | +1.2% | +8.4% | -7.2% | +1.0% |
| 3M | +6.8% | +0.4% | +6.4% | +6.7% |
| 6M | -18.7% | +22.4% | -41.1% | -19.1% |
| YTD | -20.2% | +22.5% | -42.7% | -20.5% |
| 1Y | -23.7% | +14.8% | -38.5% | -24.0% |
| 3Y | -31.6% | +127.7% | -159.4% | -32.4% |
| All | -31.6% | +132.2% | -163.9% | -32.4% |
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 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