+16.0%
INCY vs IONS
-36.2%
+52.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.4% |
| 7D | +3.1% | -29.6% | +32.7% | +11.2% |
| 30D | +12.0% | -35.6% | +47.6% | +23.4% |
| 3M | +0.8% | -51.7% | +52.5% | +18.9% |
| 6M | +22.8% | -64.0% | +86.8% | +53.8% |
| YTD | +23.2% | -65.5% | +88.7% | +55.9% |
| 1Y | +12.4% | -62.4% | +74.8% | +39.1% |
| 3Y | +132.1% | -41.1% | +173.2% | +143.8% |
| 5Y | +85.5% | -16.5% | +101.9% | +68.0% |
| All | +16.0% | -36.2% | +52.2% | +6.8% |
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