+49.5%
JBL vs INCY
+45.3%
+4.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +3.0% | +1.9% | +1.1% | +2.7% |
| 30D | -8.3% | +5.8% | -14.1% | -9.1% |
| 3M | -16.9% | +25.2% | -42.1% | -21.8% |
| 6M | +21.8% | +28.2% | -6.5% | +13.0% |
| YTD | +36.3% | +28.3% | +8.0% | +26.4% |
| 1Y | +49.5% | +48.3% | +1.2% | +29.3% |
| All | +49.5% | +45.3% | +4.3% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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