+2,406.9%
JCI vs INCY
+6,534.7%
-4,127.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.8% | +1.2% |
| 7D | +5.1% | -0.5% | +5.6% | +5.2% |
| 30D | -3.8% | +3.2% | -7.0% | -4.3% |
| 3M | +1.9% | +23.6% | -21.7% | -1.1% |
| 6M | +11.2% | +29.7% | -18.5% | +7.2% |
| YTD | +22.9% | +25.9% | -3.0% | +18.8% |
| 1Y | +37.4% | +43.7% | -6.3% | +30.4% |
| 3Y | +167.8% | +94.4% | +73.4% | +141.9% |
| 5Y | +115.0% | +68.0% | +47.1% | +96.6% |
| 10Y | +325.3% | +52.5% | +272.8% | +280.1% |
| All | +2,406.9% | +6,534.7% | -4,127.8% | +1,086.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling