+18.5%
ONDS vs INCY
+51.7%
-33.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.7% |
| 7D | -4.2% | -2.2% | -2.0% | -3.6% |
| 30D | -21.7% | +3.7% | -25.4% | -22.5% |
| 3M | -24.5% | +22.1% | -46.5% | -29.4% |
| 6M | -25.0% | +29.8% | -54.8% | -31.8% |
| YTD | -25.3% | +27.6% | -52.9% | -32.0% |
| 1Y | +33.8% | +47.2% | -13.4% | +15.1% |
| 3Y | +699.3% | +97.0% | +602.4% | +473.2% |
| 5Y | -5.2% | +73.4% | -78.6% | -27.5% |
| All | +18.5% | +51.7% | -33.2% | -6.5% |
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