+47.1%
INCY vs ALC
+26.4%
+20.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +3.1% | -6.2% | +9.3% | +5.1% |
| 30D | +12.0% | +14.0% | -2.0% | +7.7% |
| 3M | +0.8% | -2.4% | +3.1% | +1.4% |
| 6M | +22.8% | +12.6% | +10.1% | +18.2% |
| YTD | +23.2% | -8.4% | +31.6% | +25.3% |
| 1Y | +12.4% | -9.1% | +21.6% | +14.6% |
| 3Y | +132.1% | -0.3% | +132.4% | +124.6% |
| 5Y | +85.5% | -9.9% | +95.4% | +82.7% |
| All | +47.1% | +26.4% | +20.8% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling