+17.1%
INCY vs JBHT
+192.0%
-175.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.2% |
| 7D | +1.5% | +0.4% | +1.1% | +1.5% |
| 30D | +8.1% | -2.0% | +10.0% | +8.5% |
| 3M | +1.1% | -16.3% | +17.4% | +4.3% |
| 6M | +23.7% | -8.2% | +31.9% | +24.8% |
| YTD | +23.4% | +16.3% | +7.1% | +17.6% |
| 1Y | +15.0% | +32.2% | -17.2% | +6.3% |
| 3Y | +132.1% | +34.4% | +97.7% | +108.9% |
| 5Y | +83.2% | +20.3% | +62.9% | +65.6% |
| 10Y | +17.1% | +185.2% | -168.2% | -8.5% |
| All | +17.1% | +192.0% | -175.0% | -8.5% |
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