-40.8%
ACI vs INCY
+69.5%
-110.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.1% |
| 7D | -7.1% | -3.7% | -3.4% | -6.8% |
| 30D | -4.5% | +1.8% | -6.3% | -4.7% |
| 3M | -22.3% | +17.0% | -39.2% | -23.3% |
| 6M | -28.4% | +28.4% | -56.8% | -29.9% |
| YTD | -29.5% | +24.8% | -54.3% | -30.9% |
| 1Y | -34.2% | +42.9% | -77.2% | -36.4% |
| 3Y | -45.7% | +92.7% | -138.4% | -49.5% |
| 5Y | -40.8% | +73.3% | -114.1% | -45.5% |
| All | -40.8% | +69.5% | -110.3% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling