+14.8%
INCY vs JBHT
+39.4%
-24.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.8% |
| 7D | +1.1% | +7.0% | -5.9% | +0.5% |
| 30D | +8.4% | +0.5% | +7.9% | +8.3% |
| 3M | +0.4% | -17.4% | +17.7% | +1.6% |
| 6M | +22.4% | -1.7% | +24.1% | +21.4% |
| YTD | +22.5% | +20.7% | +1.7% | +17.4% |
| 1Y | +14.8% | +41.1% | -26.3% | +9.4% |
| All | +14.8% | +39.4% | -24.6% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling