+54.8%
ON vs INCY
+45.3%
+9.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | +2.4% | +1.9% | +0.5% | +2.5% |
| 30D | -3.3% | +5.8% | -9.1% | -3.2% |
| 3M | -43.6% | +25.2% | -68.8% | -44.8% |
| 6M | +19.0% | +28.2% | -9.3% | +14.6% |
| YTD | +37.4% | +28.3% | +9.0% | +31.7% |
| 1Y | +54.8% | +48.3% | +6.4% | +42.6% |
| All | +54.8% | +45.3% | +9.5% | +42.6% |
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