-24.7%
ACN vs INCY
+45.3%
-69.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.1% |
| 7D | -1.5% | +1.9% | -3.4% | -2.0% |
| 30D | +9.4% | +5.8% | +3.6% | +7.9% |
| 3M | +5.6% | +25.2% | -19.5% | +1.8% |
| 6M | -9.3% | +28.2% | -37.5% | -12.8% |
| YTD | -29.0% | +28.3% | -57.3% | -31.8% |
| 1Y | -24.7% | +48.3% | -73.0% | -31.7% |
| All | -24.7% | +45.3% | -69.9% | -31.7% |
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