-45.0%
ACI vs INCY
+96.8%
-141.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.4% |
| 7D | -5.0% | -2.2% | -2.9% | -5.0% |
| 30D | -2.3% | +3.7% | -6.0% | -2.4% |
| 3M | -23.2% | +22.1% | -45.3% | -23.5% |
| 6M | -29.5% | +29.8% | -59.2% | -29.8% |
| YTD | -28.6% | +27.6% | -56.2% | -29.0% |
| 1Y | -34.0% | +47.2% | -81.2% | -34.6% |
| All | -45.0% | +96.8% | -141.8% | -46.6% |
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