+45.2%
ONTO vs INCY
+116.8%
-71.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.4% | +9.7% | +10.9% |
| 7D | -14.0% | -0.6% | -13.4% | -13.9% |
| 30D | -43.1% | +5.5% | -48.5% | -43.5% |
| 3M | -35.5% | +1.1% | -36.6% | -35.7% |
| 6M | -41.1% | +19.8% | -60.9% | -44.1% |
| YTD | +9.8% | +21.1% | -11.4% | +3.5% |
| 1Y | +31.5% | +13.7% | +17.8% | +25.5% |
| 3Y | +45.2% | +119.3% | -74.1% | +17.7% |
| All | +45.2% | +116.8% | -71.6% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling