+1,054.0%
IJH vs INCY
+395.8%
+658.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -1.9% | -4.2% | +2.3% | -1.1% |
| 30D | -4.6% | +0.6% | -5.2% | -4.8% |
| 3M | -1.2% | +12.6% | -13.8% | -3.5% |
| 6M | +9.4% | +28.3% | -18.9% | +4.3% |
| YTD | +13.3% | +23.0% | -9.6% | +8.7% |
| 1Y | +13.4% | +41.0% | -27.6% | +6.0% |
| 3Y | +50.4% | +88.6% | -38.1% | +31.9% |
| 5Y | +49.0% | +70.8% | -21.8% | +31.9% |
| 10Y | +182.6% | +53.5% | +129.1% | +143.2% |
| All | +1,054.0% | +395.8% | +658.2% | +418.9% |
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 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