-25.3%
ACN vs INCY
+43.7%
-69.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.8% |
| 6M | -9.9% | +28.4% | -38.3% | -13.3% |
| YTD | -32.3% | +24.8% | -57.1% | -34.5% |
| 1Y | -25.3% | +42.9% | -68.2% | -31.4% |
| All | -25.3% | +43.7% | -69.0% | -31.4% |
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 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