+41,365.0%
JBL vs INCY
+6,620.5%
+34,744.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | +4.0% | -2.2% | +6.2% | +4.5% |
| 30D | -7.5% | +3.7% | -11.2% | -8.3% |
| 3M | -14.1% | +22.1% | -36.1% | -18.0% |
| 6M | +25.9% | +29.8% | -3.9% | +18.5% |
| YTD | +36.7% | +27.6% | +9.1% | +29.0% |
| 1Y | +49.0% | +47.2% | +1.8% | +36.2% |
| 3Y | +191.8% | +97.0% | +94.8% | +146.5% |
| 5Y | +409.8% | +73.4% | +336.4% | +338.2% |
| 10Y | +1,509.2% | +59.2% | +1,450.0% | +1,236.2% |
| All | +41,365.0% | +6,620.5% | +34,744.4% | +16,661.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling