-23.3%
ONON vs INCY
+73.5%
-96.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | -3.5% | -2.2% | -1.3% | -2.8% |
| 30D | -30.8% | +3.7% | -34.5% | -31.6% |
| 3M | -29.8% | +22.1% | -51.9% | -34.2% |
| 6M | -34.8% | +29.8% | -64.6% | -40.1% |
| YTD | -42.3% | +27.6% | -69.8% | -47.0% |
| 1Y | -39.5% | +47.2% | -86.7% | -47.7% |
| 3Y | -9.3% | +97.0% | -106.2% | -33.1% |
| All | -23.3% | +73.5% | -96.8% | -38.3% |
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 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