-21.7%
ONON vs INCY
+67.3%
-89.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.5% |
| 7D | -2.1% | -4.2% | +2.1% | -0.9% |
| 30D | -11.6% | +0.6% | -12.2% | -11.9% |
| 3M | -30.1% | +12.6% | -42.7% | -32.8% |
| 6M | -30.5% | +28.3% | -58.8% | -36.0% |
| YTD | -41.0% | +23.0% | -64.0% | -45.3% |
| 1Y | -36.7% | +41.0% | -77.7% | -44.5% |
| 3Y | -8.6% | +88.6% | -97.2% | -31.6% |
| All | -21.7% | +67.3% | -89.0% | -36.3% |
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