+356.8%
ACWI vs INCY
+1,130.6%
-773.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.2% |
| 7D | +0.5% | +1.9% | -1.4% | +0.1% |
| 30D | +0.9% | +5.8% | -4.9% | -0.3% |
| 3M | +2.4% | +25.2% | -22.8% | -2.5% |
| 6M | +12.4% | +28.2% | -15.8% | +6.3% |
| YTD | +15.2% | +28.3% | -13.2% | +8.7% |
| 1Y | +22.7% | +48.3% | -25.6% | +12.1% |
| 3Y | +75.8% | +95.9% | -20.2% | +48.8% |
| 5Y | +67.7% | +66.6% | +1.1% | +45.3% |
| 10Y | +229.0% | +54.5% | +174.5% | +171.3% |
| All | +356.8% | +1,130.6% | -773.8% | +58.6% |
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