+51.9%
INCY vs ACM
+131.7%
-79.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | -3.7% | -5.9% | +2.2% | -2.1% |
| 30D | +1.8% | -6.2% | +8.0% | +3.2% |
| 3M | +17.0% | -7.9% | +24.9% | +18.9% |
| 6M | +28.4% | -30.6% | +59.0% | +40.5% |
| YTD | +24.8% | -33.3% | +58.1% | +37.4% |
| 1Y | +42.9% | -49.2% | +92.1% | +69.2% |
| 3Y | +92.7% | -23.5% | +116.1% | +100.6% |
| 5Y | +73.3% | +0.9% | +72.4% | +64.4% |
| All | +51.9% | +131.7% | -79.8% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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