+196.1%
ON vs INCY
+178.9%
+17.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.5% |
| 7D | +12.2% | +1.1% | +11.1% | +12.0% |
| 30D | -3.1% | +8.4% | -11.6% | -5.3% |
| 3M | -12.9% | +0.4% | -13.2% | -13.4% |
| 6M | -38.6% | +22.4% | -61.0% | -43.0% |
| YTD | +31.2% | +22.5% | +8.8% | +21.6% |
| 1Y | +47.6% | +14.8% | +32.9% | +39.0% |
| 3Y | +6.6% | +127.7% | -121.1% | -18.4% |
| 5Y | +21.3% | +84.4% | -63.1% | -2.1% |
| 10Y | +533.3% | +15.7% | +517.6% | +452.4% |
| All | +196.1% | +178.9% | +17.2% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling