+84.0%
INCY vs JBHT
+21.8%
+62.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | +2.3% | +0.9% | +1.4% | +2.2% |
| 30D | +6.7% | -1.1% | +7.8% | +6.8% |
| 3M | -1.0% | -14.8% | +13.8% | +1.1% |
| 6M | +22.1% | -7.4% | +29.5% | +22.7% |
| YTD | +21.8% | +17.3% | +4.5% | +16.8% |
| 1Y | +13.5% | +35.3% | -21.8% | +5.9% |
| 3Y | +129.4% | +33.9% | +95.5% | +110.4% |
| 5Y | +84.0% | +22.5% | +61.5% | +65.0% |
| All | +84.0% | +21.8% | +62.2% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling