-21.7%
ONON vs REGN
+19.8%
-41.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.5% |
| 7D | -2.1% | -5.6% | +3.5% | -0.7% |
| 30D | -11.6% | -2.0% | -9.7% | -11.3% |
| 3M | -30.1% | +28.0% | -58.0% | -34.3% |
| 6M | -30.5% | +1.2% | -31.7% | -31.0% |
| YTD | -41.0% | +1.6% | -42.7% | -41.6% |
| 1Y | -36.7% | +38.2% | -74.9% | -42.9% |
| 3Y | -8.6% | -5.4% | -3.2% | -8.2% |
| All | -21.7% | +19.8% | -41.5% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling