+17.0%
INCY vs JBHT
+183.5%
-166.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -0.5% | +0.5% | -0.9% | -0.6% |
| 30D | +9.8% | -0.1% | +9.9% | +9.8% |
| 3M | +1.0% | -14.0% | +15.0% | +3.6% |
| 6M | +21.9% | -5.1% | +27.0% | +22.1% |
| YTD | +23.8% | +18.0% | +5.8% | +17.6% |
| 1Y | +13.0% | +36.5% | -23.5% | +3.7% |
| 3Y | +133.2% | +34.8% | +98.4% | +109.8% |
| 5Y | +87.8% | +21.4% | +66.4% | +69.4% |
| 10Y | +17.0% | +178.0% | -161.0% | -12.5% |
| All | +17.0% | +183.5% | -166.5% | -12.5% |
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