+6,390.7%
INCY vs IONS
+258.2%
+6,132.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.6% |
| 7D | +3.1% | -29.6% | +32.7% | +13.0% |
| 30D | +12.0% | -35.6% | +47.6% | +25.9% |
| 3M | +0.8% | -51.7% | +52.5% | +22.9% |
| 6M | +22.8% | -64.0% | +86.8% | +60.8% |
| YTD | +23.2% | -65.5% | +88.7% | +63.2% |
| 1Y | +12.4% | -62.4% | +74.8% | +45.0% |
| 3Y | +132.1% | -41.1% | +173.2% | +146.6% |
| 5Y | +85.5% | -16.5% | +101.9% | +68.9% |
| 10Y | +16.4% | -35.8% | +52.3% | +2.8% |
| All | +6,390.7% | +258.2% | +6,132.5% | +2,092.7% |
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