+85.5%
INCY vs ALC
-9.8%
+95.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +3.1% | -6.2% | +9.3% | +4.8% |
| 30D | +12.0% | +14.0% | -2.0% | +8.5% |
| 3M | +0.8% | -2.4% | +3.1% | +1.2% |
| 6M | +22.8% | +12.6% | +10.1% | +19.1% |
| YTD | +23.2% | -8.4% | +31.6% | +24.9% |
| 1Y | +12.4% | -9.1% | +21.6% | +14.1% |
| 3Y | +132.1% | -0.3% | +132.4% | +126.9% |
| 5Y | +85.5% | -9.9% | +95.4% | +84.5% |
| All | +85.5% | -9.8% | +95.3% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling