+226.1%
ACWI vs INCY
+51.3%
+174.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | -0.2% | +3.2% | -3.4% | -0.8% |
| 3M | +4.7% | +23.6% | -18.9% | +0.4% |
| 6M | +14.5% | +29.7% | -15.2% | +8.6% |
| YTD | +14.6% | +25.9% | -11.3% | +9.1% |
| 1Y | +21.4% | +43.7% | -22.3% | +12.4% |
| 3Y | +77.6% | +94.4% | -16.8% | +52.3% |
| 5Y | +68.1% | +68.0% | +0.1% | +47.2% |
| 10Y | +226.1% | +52.5% | +173.6% | +161.7% |
| All | +226.1% | +51.3% | +174.8% | +161.7% |
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