+2,330.4%
ACN vs INCY
+517.2%
+1,813.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -3.8% | +1.1% | -4.9% | -4.0% |
| 30D | +16.5% | +8.4% | +8.1% | +15.0% |
| 3M | +41.5% | +0.4% | +41.1% | +41.1% |
| 6M | +60.1% | +22.4% | +37.7% | +54.6% |
| YTD | -3.9% | +22.5% | -26.4% | -7.4% |
| 1Y | +4.1% | +14.8% | -10.7% | +1.2% |
| 3Y | -15.9% | +127.7% | -143.6% | -27.5% |
| 5Y | -26.3% | +84.4% | -110.7% | -34.6% |
| 10Y | +148.2% | +15.7% | +132.5% | +126.8% |
| All | +2,330.4% | +517.2% | +1,813.2% | +1,052.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling