+1,124.6%
IJR vs INCY
+403.2%
+721.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | -2.3% | -3.7% | +1.4% | -1.7% |
| 30D | -4.7% | +1.8% | -6.5% | -5.1% |
| 3M | +2.1% | +17.0% | -14.8% | -1.0% |
| 6M | +13.9% | +28.4% | -14.5% | +8.4% |
| YTD | +18.2% | +24.8% | -6.6% | +12.9% |
| 1Y | +21.8% | +42.9% | -21.1% | +13.2% |
| 3Y | +52.2% | +92.7% | -40.5% | +32.3% |
| 5Y | +40.1% | +73.3% | -33.2% | +23.2% |
| 10Y | +169.7% | +55.8% | +113.9% | +129.8% |
| All | +1,124.6% | +403.2% | +721.4% | +446.2% |
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