-36.7%
ONON vs REGN
+41.3%
-78.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.2% |
| 7D | -2.1% | -5.6% | +3.5% | -1.7% |
| 30D | -11.6% | -2.0% | -9.7% | -11.5% |
| 3M | -30.1% | +28.0% | -58.0% | -30.5% |
| 6M | -30.5% | +1.2% | -31.7% | -30.9% |
| YTD | -41.0% | +1.6% | -42.7% | -41.4% |
| 1Y | -36.7% | +38.2% | -74.9% | -33.1% |
| All | -36.7% | +41.3% | -78.0% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling