+15.3%
INCY vs JBHT
+182.5%
-167.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.1% |
| 7D | +1.1% | +7.0% | -5.9% | -0.3% |
| 30D | +8.4% | +0.5% | +7.9% | +8.3% |
| 3M | +0.4% | -17.4% | +17.7% | +3.9% |
| 6M | +22.4% | -1.7% | +24.1% | +21.7% |
| YTD | +22.5% | +20.7% | +1.7% | +15.7% |
| 1Y | +14.8% | +41.1% | -26.3% | +4.6% |
| 3Y | +127.7% | +38.0% | +89.7% | +103.9% |
| 5Y | +84.4% | +22.5% | +61.9% | +66.2% |
| All | +15.3% | +182.5% | -167.1% | -14.0% |
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