-3.3%
ONDS vs INCY
+71.8%
-75.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | 0.0% |
| 7D | -5.0% | -3.7% | -1.3% | -4.1% |
| 30D | -25.6% | +1.8% | -27.4% | -25.9% |
| 3M | -22.1% | +17.0% | -39.1% | -25.8% |
| 6M | -27.6% | +28.4% | -56.0% | -33.4% |
| YTD | -25.7% | +24.8% | -50.5% | -31.4% |
| 1Y | +30.4% | +42.9% | -12.5% | +14.6% |
| 3Y | +695.0% | +92.7% | +602.3% | +482.7% |
| All | -3.3% | +71.8% | -75.1% | -24.1% |
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 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