+1,697.2%
ACN vs INCY
+546.7%
+1,150.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.2% |
| 7D | -1.5% | +1.9% | -3.4% | -1.8% |
| 30D | +9.4% | +5.8% | +3.6% | +8.4% |
| 3M | +5.6% | +25.2% | -19.5% | +2.0% |
| 6M | -9.3% | +28.2% | -37.5% | -12.9% |
| YTD | -29.0% | +28.3% | -57.3% | -31.9% |
| 1Y | -24.7% | +48.3% | -73.0% | -29.6% |
| 3Y | -39.8% | +95.9% | -135.8% | -46.9% |
| 5Y | -40.9% | +66.6% | -107.5% | -46.8% |
| 10Y | +91.1% | +54.5% | +36.6% | +67.0% |
| All | +1,697.2% | +546.7% | +1,150.6% | +747.0% |
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