+3,436.9%
AON vs INCY
+6,620.5%
-3,183.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.6% |
| 7D | -7.9% | -2.2% | -5.7% | -7.7% |
| 30D | -14.6% | +3.7% | -18.3% | -14.9% |
| 3M | -7.9% | +22.1% | -30.0% | -9.5% |
| 6M | -8.0% | +29.8% | -37.8% | -10.1% |
| YTD | -13.2% | +27.6% | -40.8% | -15.2% |
| 1Y | -16.4% | +47.2% | -63.6% | -19.4% |
| 3Y | -6.7% | +97.0% | -103.6% | -12.8% |
| 5Y | +8.0% | +73.4% | -65.3% | +1.6% |
| 10Y | +205.6% | +59.2% | +146.4% | +183.1% |
| All | +3,436.9% | +6,620.5% | -3,183.6% | +2,034.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling