+17.9%
ONDS vs INCY
+48.4%
-30.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.1% |
| 7D | -5.0% | -3.7% | -1.3% | -4.0% |
| 30D | -25.6% | +1.8% | -27.4% | -25.9% |
| 3M | -22.1% | +17.0% | -39.1% | -26.2% |
| 6M | -27.6% | +28.4% | -56.0% | -34.0% |
| YTD | -25.7% | +24.8% | -50.5% | -31.9% |
| 1Y | +30.4% | +42.9% | -12.5% | +13.3% |
| 3Y | +695.0% | +92.7% | +602.3% | +473.6% |
| 5Y | -2.2% | +73.3% | -75.5% | -25.6% |
| All | +17.9% | +48.4% | -30.5% | -6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling