+1,614.1%
INCY vs ACM
+250.2%
+1,363.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +3.1% | +5.1% | -2.0% | +0.9% |
| 30D | +12.0% | +18.7% | -6.6% | +3.9% |
| 3M | +0.8% | +15.5% | -14.7% | -6.1% |
| 6M | +22.8% | +1.2% | +21.6% | +20.2% |
| YTD | +23.2% | -25.2% | +48.5% | +35.7% |
| 1Y | +12.4% | -46.3% | +58.7% | +42.9% |
| 3Y | +132.1% | -9.6% | +141.6% | +128.1% |
| 5Y | +85.5% | +4.4% | +81.1% | +66.1% |
| 10Y | +16.4% | +129.3% | -112.9% | -38.9% |
| All | +1,614.1% | +250.2% | +1,363.9% | +511.6% |
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