+84.0%
INCY vs IONS
-16.3%
+100.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.1% | +7.8% | +0.3% |
| 7D | +2.3% | -30.3% | +32.6% | +8.4% |
| 30D | +6.7% | -37.7% | +44.4% | +15.3% |
| 3M | -1.0% | -50.5% | +49.5% | +11.5% |
| 6M | +22.1% | -62.8% | +84.8% | +43.4% |
| YTD | +21.8% | -64.4% | +86.2% | +44.2% |
| 1Y | +13.5% | -59.5% | +73.0% | +31.3% |
| 3Y | +129.4% | -39.2% | +168.6% | +137.3% |
| 5Y | +84.0% | -15.3% | +99.3% | +70.8% |
| All | +84.0% | -16.3% | +100.3% | +70.8% |
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 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