+162.1%
JCI vs INCY
+92.5%
+69.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.3% |
| 7D | +0.4% | -3.7% | +4.1% | +0.7% |
| 30D | -7.7% | +1.8% | -9.5% | -7.9% |
| 3M | +2.8% | +17.0% | -14.2% | +1.0% |
| 6M | +7.2% | +28.4% | -21.1% | +4.2% |
| YTD | +20.0% | +24.8% | -4.9% | +16.7% |
| 1Y | +33.3% | +42.9% | -9.7% | +27.8% |
| All | +162.1% | +92.5% | +69.6% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling