+330.0%
ACWI vs INCY
+1,061.7%
-731.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -2.4% | -0.6% | -1.7% | -2.2% |
| 30D | -5.2% | +5.5% | -10.7% | -6.3% |
| 3M | -4.8% | +1.1% | -5.9% | -5.2% |
| 6M | -1.3% | +19.8% | -21.1% | -5.5% |
| YTD | +8.4% | +21.1% | -12.8% | +3.3% |
| 1Y | +11.0% | +13.7% | -2.7% | +7.0% |
| 3Y | +70.6% | +119.3% | -48.7% | +40.9% |
| 5Y | +55.3% | +76.3% | -21.0% | +33.2% |
| 10Y | +223.2% | +36.6% | +186.6% | +173.4% |
| All | +330.0% | +1,061.7% | -731.7% | +50.7% |
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 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