+209.9%
ON vs INCY
+192.2%
+17.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +2.4% | +1.9% | +0.5% | +1.9% |
| 30D | -3.3% | +5.8% | -9.1% | -4.9% |
| 3M | -43.6% | +25.2% | -68.8% | -47.7% |
| 6M | +19.0% | +28.2% | -9.3% | +9.4% |
| YTD | +37.4% | +28.3% | +9.0% | +26.1% |
| 1Y | +54.8% | +48.3% | +6.4% | +35.8% |
| 3Y | -25.2% | +95.9% | -121.1% | -40.2% |
| 5Y | +62.7% | +66.6% | -3.9% | +35.0% |
| 10Y | +574.3% | +54.5% | +519.8% | +444.5% |
| All | +209.9% | +192.2% | +17.7% | -4.1% |
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