-8.6%
ONON vs INCY
+89.7%
-98.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.3% |
| 7D | -2.1% | -4.2% | +2.1% | -1.5% |
| 30D | -11.6% | +0.6% | -12.2% | -11.7% |
| 3M | -30.1% | +12.6% | -42.7% | -31.2% |
| 6M | -30.5% | +28.3% | -58.8% | -32.8% |
| YTD | -41.0% | +23.0% | -64.0% | -42.8% |
| 1Y | -36.7% | +41.0% | -77.7% | -40.0% |
| 3Y | -8.6% | +88.6% | -97.2% | -27.0% |
| All | -8.6% | +89.7% | -98.3% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling