+1,685.2%
INCY vs ACM
+230.8%
+1,454.4%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +1.9% | -3.7% | +5.7% | +3.6% |
| 30D | +5.8% | -11.1% | +16.9% | +10.5% |
| 3M | +25.2% | -8.0% | +33.2% | +28.4% |
| 6M | +28.2% | -29.7% | +57.9% | +47.0% |
| YTD | +28.3% | -29.4% | +57.7% | +45.5% |
| 1Y | +48.3% | -46.4% | +94.8% | +88.8% |
| 3Y | +95.9% | -22.3% | +118.3% | +106.4% |
| 5Y | +66.6% | +4.5% | +62.1% | +48.8% |
| 10Y | +54.5% | +127.6% | -73.1% | -18.8% |
| All | +1,685.2% | +230.8% | +1,454.4% | +555.5% |
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