-67.0%
JBLU vs INCY
+1,111.1%
-1,178.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | -5.0% | -4.2% | -0.8% | -4.0% |
| 30D | -23.9% | +0.6% | -24.5% | -24.1% |
| 3M | -11.6% | +12.6% | -24.3% | -14.4% |
| 6M | -0.2% | +28.3% | -28.5% | -6.0% |
| YTD | -3.3% | +23.0% | -26.3% | -7.9% |
| 1Y | -15.4% | +41.0% | -56.4% | -22.1% |
| 3Y | -14.7% | +88.6% | -103.3% | -27.2% |
| 5Y | -70.0% | +70.8% | -140.8% | -74.0% |
| 10Y | -72.9% | +53.5% | -126.4% | -77.7% |
| All | -67.0% | +1,111.1% | -1,178.1% | -88.7% |
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