-73.8%
JBLU vs INCY
+54.2%
-128.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | -5.0% | -4.2% | -0.8% | -3.9% |
| 30D | -23.9% | +0.6% | -24.5% | -24.1% |
| 3M | -11.6% | +12.6% | -24.3% | -14.8% |
| 6M | -0.2% | +28.3% | -28.5% | -7.0% |
| YTD | -3.3% | +23.0% | -26.3% | -8.8% |
| 1Y | -15.4% | +41.0% | -56.4% | -23.1% |
| 3Y | -14.7% | +88.6% | -103.3% | -28.6% |
| 5Y | -70.0% | +70.8% | -140.8% | -74.5% |
| All | -73.8% | +54.2% | -128.0% | -78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling