+225.2%
ACWI vs INCY
+15.3%
+209.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +2.4% | +1.1% | +1.3% | +2.3% |
| 30D | -1.7% | +8.4% | -10.1% | -3.1% |
| 3M | -3.9% | +0.4% | -4.3% | -4.2% |
| 6M | +0.8% | +22.4% | -21.6% | -3.5% |
| YTD | +11.0% | +22.5% | -11.4% | +6.0% |
| 1Y | +13.1% | +14.8% | -1.7% | +9.2% |
| 3Y | +73.9% | +127.7% | -53.9% | +43.8% |
| 5Y | +59.0% | +84.4% | -25.3% | +36.7% |
| All | +225.2% | +15.3% | +209.9% | +181.5% |
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