+54.7%
ONTO vs INCY
+12.6%
+42.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | +34.4% | +3.1% | +31.3% | +34.4% |
| 30D | -20.4% | +12.0% | -32.5% | -20.1% |
| 3M | -37.8% | +0.8% | -38.6% | -37.5% |
| 6M | -24.6% | +22.8% | -47.3% | -28.0% |
| YTD | +32.8% | +23.2% | +9.6% | +25.5% |
| 1Y | +54.7% | +12.4% | +42.3% | +44.3% |
| All | +54.7% | +12.6% | +42.1% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling