+47.6%
ON vs INCY
+20.6%
+26.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.3% | -1.3% |
| 7D | -5.8% | +5.1% | -10.9% | -5.2% |
| 30D | -17.1% | +7.6% | -24.7% | -16.3% |
| 3M | -11.8% | +1.9% | -13.7% | -11.4% |
| 6M | -30.2% | +26.5% | -56.7% | -32.6% |
| YTD | +31.6% | +24.4% | +7.2% | +25.0% |
| 1Y | +47.6% | +19.4% | +28.2% | +40.7% |
| All | +47.6% | +20.6% | +26.9% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 1y: compounded portfolio wealth divided by compounded INCY 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…
1y analysis · Full analysis span regression · 6 months rolling