+29.8%
INCY vs JBHT
+192.4%
-162.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.5% |
| 7D | -0.6% | -1.6% | +1.0% | -0.3% |
| 30D | +5.5% | -2.3% | +7.8% | +6.0% |
| 3M | +1.1% | -18.5% | +19.5% | +4.9% |
| 6M | +19.8% | -11.3% | +31.1% | +21.8% |
| YTD | +21.1% | +12.6% | +8.6% | +16.1% |
| 1Y | +13.7% | +29.8% | -16.0% | +5.4% |
| 3Y | +119.3% | +28.1% | +91.2% | +99.3% |
| 5Y | +76.3% | +17.7% | +58.6% | +59.8% |
| All | +29.8% | +192.4% | -162.5% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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