+197.3%
JBL vs INCY
+89.7%
+107.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.5% | +5.3% |
| 7D | +2.4% | -4.2% | +6.6% | +3.0% |
| 30D | -13.1% | +0.6% | -13.7% | -13.2% |
| 3M | -15.6% | +12.6% | -28.2% | -17.7% |
| 6M | +24.6% | +28.3% | -3.8% | +18.4% |
| YTD | +39.6% | +23.0% | +16.6% | +33.6% |
| 1Y | +48.6% | +41.0% | +7.6% | +39.0% |
| 3Y | +197.3% | +88.6% | +108.7% | +153.6% |
| All | +197.3% | +89.7% | +107.6% | +153.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling