+68.0%
INCY vs ACM
+4.8%
+63.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.7% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +3.2% | -12.9% | +16.1% | +6.5% |
| 3M | +23.6% | -6.4% | +30.0% | +25.1% |
| 6M | +29.7% | -29.2% | +58.9% | +40.9% |
| YTD | +25.9% | -29.9% | +55.9% | +36.3% |
| 1Y | +43.7% | -47.3% | +91.0% | +68.4% |
| 3Y | +94.4% | -19.6% | +114.1% | +97.9% |
| 5Y | +68.0% | +5.5% | +62.5% | +54.4% |
| All | +68.0% | +4.8% | +63.2% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling