+6,421.1%
INCY vs IONS
+271.5%
+6,149.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -0.5% | -29.4% | +29.0% | +9.0% |
| 30D | +9.8% | -35.1% | +44.9% | +23.2% |
| 3M | +1.0% | -48.9% | +49.9% | +21.1% |
| 6M | +21.9% | -62.4% | +84.3% | +57.6% |
| YTD | +23.8% | -64.2% | +88.0% | +62.2% |
| 1Y | +13.0% | -60.9% | +73.9% | +44.1% |
| 3Y | +133.2% | -38.9% | +172.1% | +145.2% |
| 5Y | +87.8% | -15.6% | +103.4% | +70.5% |
| 10Y | +17.0% | -33.5% | +50.4% | +2.2% |
| All | +6,421.1% | +271.5% | +6,149.5% | +2,079.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling