+86.8%
ACN vs INCY
+56.5%
+30.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.7% |
| 7D | -7.9% | -3.7% | -4.2% | -7.1% |
| 30D | -1.1% | +1.8% | -2.9% | -1.5% |
| 3M | +5.6% | +17.0% | -11.4% | +2.2% |
| 6M | -9.9% | +28.4% | -38.3% | -14.8% |
| YTD | -32.3% | +24.8% | -57.1% | -35.7% |
| 1Y | -25.3% | +42.9% | -68.2% | -31.3% |
| 3Y | -42.3% | +92.7% | -135.0% | -51.1% |
| 5Y | -43.5% | +73.3% | -116.8% | -51.4% |
| All | +86.8% | +56.5% | +30.3% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling