+1,942.1%
INCY vs ACGL
+4,891.8%
-2,949.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +1.5% | -1.1% | +2.6% | +1.9% |
| 30D | +8.1% | +13.1% | -5.1% | +4.3% |
| 3M | +1.1% | +9.8% | -8.7% | -1.7% |
| 6M | +23.7% | +15.3% | +8.4% | +18.6% |
| YTD | +23.4% | +12.7% | +10.7% | +18.7% |
| 1Y | +15.0% | +20.7% | -5.7% | +8.5% |
| 3Y | +132.1% | +34.3% | +97.8% | +109.1% |
| 5Y | +83.2% | +170.6% | -87.4% | +32.2% |
| 10Y | +17.1% | +330.6% | -313.5% | -30.4% |
| All | +1,942.1% | +4,891.8% | -2,949.7% | +691.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling