+6,281.3%
INCY vs JBHT
+5,590.5%
+690.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.6% |
| 7D | -0.6% | -1.6% | +1.0% | -0.1% |
| 30D | +5.5% | -2.3% | +7.8% | +6.2% |
| 3M | +1.1% | -18.5% | +19.5% | +7.1% |
| 6M | +19.8% | -11.3% | +31.1% | +22.9% |
| YTD | +21.1% | +12.6% | +8.6% | +14.0% |
| 1Y | +13.7% | +29.8% | -16.0% | +1.9% |
| 3Y | +119.3% | +28.1% | +91.2% | +90.1% |
| 5Y | +76.3% | +17.7% | +58.6% | +52.5% |
| 10Y | +36.6% | +196.1% | -159.5% | -19.4% |
| All | +6,281.3% | +5,590.5% | +690.8% | +1,733.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling