+449.2%
ONTO vs INCY
+56.7%
+392.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.9% | +10.1% | +11.3% |
| 7D | +1.4% | +1.5% | -0.2% | +1.0% |
| 30D | -34.1% | +8.1% | -42.2% | -36.0% |
| 3M | -37.1% | +1.1% | -38.2% | -37.7% |
| 6M | -31.8% | +23.7% | -55.5% | -38.5% |
| YTD | +22.9% | +23.4% | -0.5% | +10.5% |
| 1Y | +39.5% | +15.0% | +24.5% | +28.5% |
| 3Y | +57.7% | +132.1% | -74.4% | +2.5% |
| 5Y | +115.8% | +83.2% | +32.6% | +55.4% |
| All | +449.2% | +56.7% | +392.5% | +254.3% |
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 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