+658.6%
ONTO vs INCY
+62.9%
+595.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +6.5% |
| 7D | -1.0% | +1.9% | -2.9% | -1.8% |
| 30D | -2.9% | +5.8% | -8.7% | -4.9% |
| 3M | -2.5% | +25.2% | -27.7% | -11.7% |
| 6M | +28.2% | +28.2% | 0.0% | +14.8% |
| YTD | +69.8% | +28.3% | +41.4% | +51.3% |
| 1Y | +162.9% | +48.3% | +114.5% | +118.9% |
| 3Y | +95.9% | +95.9% | 0.0% | +39.4% |
| 5Y | +244.5% | +66.6% | +177.9% | +160.8% |
| All | +658.6% | +62.9% | +595.7% | +385.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling