+221.6%
ACWI vs INCY
+14.6%
+207.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -0.2% | +2.3% | -2.5% | -0.6% |
| 30D | -3.3% | +6.7% | -9.9% | -4.5% |
| 3M | -3.4% | -1.0% | -2.4% | -3.4% |
| 6M | +0.8% | +22.1% | -21.3% | -3.4% |
| YTD | +10.7% | +21.8% | -11.1% | +5.8% |
| 1Y | +11.6% | +13.5% | -1.9% | +7.9% |
| 3Y | +73.4% | +129.4% | -56.0% | +43.2% |
| 5Y | +60.2% | +84.0% | -23.8% | +37.7% |
| 10Y | +221.6% | +14.9% | +206.7% | +178.4% |
| All | +221.6% | +14.6% | +207.0% | +178.4% |
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 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