+68.0%
INCY vs IONS
+51.6%
+16.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.4% |
| 7D | -0.5% | -5.3% | +4.8% | +0.5% |
| 30D | +3.2% | +0.3% | +2.9% | +3.1% |
| 3M | +23.6% | -22.9% | +46.5% | +28.3% |
| 6M | +29.7% | -23.4% | +53.1% | +34.8% |
| YTD | +25.9% | -28.3% | +54.3% | +32.5% |
| 1Y | +43.7% | -7.0% | +50.7% | +44.0% |
| 3Y | +94.4% | +37.6% | +56.8% | +73.4% |
| 5Y | +68.0% | +53.4% | +14.6% | +39.1% |
| All | +68.0% | +51.6% | +16.4% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling