+119.3%
INCY vs ACGL
+31.5%
+87.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +2.0% |
| 7D | -0.6% | +0.9% | -1.5% | -0.8% |
| 30D | +5.5% | +13.7% | -8.3% | +2.7% |
| 3M | +1.1% | +8.0% | -7.0% | -0.6% |
| 6M | +19.8% | +13.3% | +6.5% | +16.9% |
| YTD | +21.1% | +11.8% | +9.3% | +18.1% |
| 1Y | +13.7% | +22.2% | -8.5% | +9.0% |
| 3Y | +119.3% | +32.5% | +86.8% | +108.7% |
| All | +119.3% | +31.5% | +87.8% | +108.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling