+51.4%
ON vs INCY
+73.3%
-21.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | -1.9% | -2.2% | +0.3% | -1.2% |
| 30D | -11.0% | +3.7% | -14.7% | -12.1% |
| 3M | -39.3% | +22.1% | -61.4% | -44.1% |
| 6M | +19.8% | +29.8% | -9.9% | +7.4% |
| YTD | +31.1% | +27.6% | +3.5% | +17.8% |
| 1Y | +46.0% | +47.2% | -1.2% | +23.0% |
| 3Y | -27.5% | +97.0% | -124.5% | -47.5% |
| All | +51.4% | +73.3% | -21.9% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling