+38.4%
INCY vs JAAA
+29.4%
+9.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -4.2% | +0.1% | -4.2% | -4.2% |
| 30D | +0.6% | +0.5% | 0.0% | +0.1% |
| 3M | +12.6% | +1.3% | +11.4% | +11.5% |
| 6M | +28.3% | +2.8% | +25.5% | +25.3% |
| YTD | +23.0% | +3.3% | +19.7% | +19.7% |
| 1Y | +41.0% | +4.9% | +36.0% | +35.5% |
| 3Y | +88.6% | +19.0% | +69.6% | +78.1% |
| 5Y | +70.8% | +26.9% | +43.9% | +56.6% |
| All | +38.4% | +29.4% | +9.0% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling