+50.0%
ONTO vs INCY
+132.2%
-82.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | +17.5% | +1.1% | +16.4% | +17.4% |
| 30D | -15.7% | +8.4% | -24.1% | -16.7% |
| 3M | -39.7% | +0.4% | -40.1% | -39.8% |
| 6M | -26.5% | +22.4% | -48.9% | -30.6% |
| YTD | +29.0% | +22.5% | +6.5% | +21.4% |
| 1Y | +57.0% | +14.8% | +42.2% | +49.6% |
| 3Y | +50.0% | +127.7% | -77.7% | +18.9% |
| All | +50.0% | +132.2% | -82.2% | +18.9% |
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