+1,622.1%
INCY vs ACM
+250.9%
+1,371.3%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.9% |
| 7D | -0.5% | +3.0% | -3.5% | -1.8% |
| 30D | +9.8% | +19.7% | -9.9% | +1.5% |
| 3M | +1.0% | +5.3% | -4.3% | -2.2% |
| 6M | +21.9% | -10.8% | +32.7% | +25.6% |
| YTD | +23.8% | -25.1% | +48.9% | +36.3% |
| 1Y | +13.0% | -45.8% | +58.8% | +43.1% |
| 3Y | +133.2% | -9.4% | +142.5% | +129.0% |
| 5Y | +87.8% | +4.8% | +83.0% | +67.9% |
| 10Y | +17.0% | +129.8% | -112.8% | -38.6% |
| All | +1,622.1% | +250.9% | +1,371.3% | +514.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling