+340.5%
JCI vs INCY
+54.2%
+286.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.5% |
| 7D | +0.7% | -4.2% | +4.9% | +1.4% |
| 30D | -4.4% | +0.6% | -5.0% | -4.6% |
| 3M | +1.7% | +12.6% | -11.0% | -0.7% |
| 6M | +8.8% | +28.3% | -19.5% | +3.8% |
| YTD | +22.6% | +23.0% | -0.3% | +17.6% |
| 1Y | +36.2% | +41.0% | -4.8% | +27.4% |
| 3Y | +168.0% | +88.6% | +79.4% | +134.3% |
| 5Y | +113.5% | +70.8% | +42.7% | +88.4% |
| All | +340.5% | +54.2% | +286.3% | +249.2% |
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