+69.7%
INCY vs JBHT
+58.3%
+11.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.5% |
| 7D | +1.9% | +4.9% | -3.0% | +1.0% |
| 30D | +5.8% | +0.6% | +5.2% | +5.6% |
| 3M | +25.2% | -3.2% | +28.4% | +25.6% |
| 6M | +28.2% | +17.0% | +11.3% | +24.0% |
| YTD | +28.3% | +41.7% | -13.3% | +19.6% |
| 1Y | +48.3% | +90.0% | -41.6% | +30.0% |
| 3Y | +95.9% | +47.0% | +49.0% | +77.5% |
| All | +69.7% | +58.3% | +11.4% | +46.4% |
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 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