-7.2%
AON vs INCY
+89.7%
-96.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | -6.3% | -4.2% | -2.1% | -5.9% |
| 30D | -14.1% | +0.6% | -14.7% | -14.2% |
| 3M | -9.5% | +12.6% | -22.1% | -10.4% |
| 6M | -4.0% | +28.3% | -32.3% | -5.9% |
| YTD | -13.8% | +23.0% | -36.8% | -15.5% |
| 1Y | -18.3% | +41.0% | -59.3% | -21.1% |
| 3Y | -7.2% | +88.6% | -95.8% | -15.1% |
| All | -7.2% | +89.7% | -96.9% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 3y: compounded portfolio wealth divided by compounded INCY 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…
3y analysis · Full analysis span regression · 6 months rolling