+17.1%
INCY vs ACGL
+332.3%
-315.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | +1.5% | -1.1% | +2.6% | +1.8% |
| 30D | +8.1% | +13.1% | -5.1% | +4.9% |
| 3M | +1.1% | +9.8% | -8.7% | -1.2% |
| 6M | +23.7% | +15.3% | +8.4% | +19.4% |
| YTD | +23.4% | +12.7% | +10.7% | +19.4% |
| 1Y | +15.0% | +20.7% | -5.7% | +9.5% |
| 3Y | +132.1% | +34.3% | +97.8% | +112.7% |
| 5Y | +83.2% | +170.6% | -87.4% | +38.0% |
| 10Y | +17.1% | +330.6% | -313.5% | -26.7% |
| All | +17.1% | +332.3% | -315.3% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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