+80.0%
INCY vs ACGL
+159.2%
-79.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.6% |
| 3M | +1.1% | +8.0% | -7.0% | -0.7% |
| 6M | +19.8% | +13.3% | +6.5% | +16.7% |
| YTD | +21.1% | +11.8% | +9.3% | +17.9% |
| 1Y | +13.7% | +22.2% | -8.5% | +8.7% |
| 3Y | +119.3% | +32.5% | +86.8% | +104.4% |
| All | +80.0% | +159.2% | -79.3% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling