+55.3%
ON vs INCY
+41.2%
+14.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.5% | +10.0% | +8.5% |
| 7D | +2.4% | -4.2% | +6.5% | +2.3% |
| 30D | -8.6% | +0.6% | -9.2% | -8.6% |
| 3M | -34.3% | +12.6% | -47.0% | -34.8% |
| 6M | +28.5% | +28.3% | +0.2% | +22.6% |
| YTD | +40.6% | +23.0% | +17.6% | +34.8% |
| 1Y | +55.3% | +41.0% | +14.4% | +44.3% |
| All | +55.3% | +41.2% | +14.1% | +44.3% |
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