+130.2%
INCY vs ACM
-9.4%
+139.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.7% |
| 7D | -0.5% | +3.0% | -3.5% | -1.1% |
| 30D | +9.8% | +19.7% | -9.9% | +5.9% |
| 3M | +1.0% | +5.3% | -4.3% | -0.4% |
| 6M | +21.9% | -10.8% | +32.7% | +24.4% |
| YTD | +23.8% | -25.1% | +48.9% | +30.7% |
| 1Y | +13.0% | -45.8% | +58.8% | +30.6% |
| All | +130.2% | -9.4% | +139.6% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling