+49.7%
INCY vs IONS
+87.6%
-38.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.8% |
| 7D | -4.2% | -6.7% | +2.5% | -2.4% |
| 30D | +0.6% | -4.1% | +4.7% | +1.6% |
| 3M | +12.6% | -26.6% | +39.2% | +20.2% |
| 6M | +28.3% | -27.5% | +55.8% | +37.4% |
| YTD | +23.0% | -31.5% | +54.5% | +33.5% |
| 1Y | +41.0% | -15.3% | +56.3% | +44.5% |
| 3Y | +88.6% | +31.3% | +57.3% | +62.5% |
| 5Y | +70.8% | +50.2% | +20.6% | +34.7% |
| All | +49.7% | +87.6% | -38.0% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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