+6,660.0%
INCY vs JBHT
+7,061.1%
-401.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.9% |
| 7D | +1.9% | +4.9% | -3.0% | +0.2% |
| 30D | +5.8% | +0.6% | +5.2% | +5.4% |
| 3M | +25.2% | -3.2% | +28.4% | +25.9% |
| 6M | +28.2% | +17.0% | +11.3% | +20.5% |
| YTD | +28.3% | +41.7% | -13.3% | +12.8% |
| 1Y | +48.3% | +90.0% | -41.6% | +16.4% |
| 3Y | +95.9% | +47.0% | +49.0% | +63.2% |
| 5Y | +66.6% | +58.3% | +8.3% | +31.2% |
| 10Y | +54.5% | +273.9% | -219.4% | -15.0% |
| All | +6,660.0% | +7,061.1% | -401.1% | +1,713.6% |
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