+108.8%
JCI vs INCY
+69.5%
+39.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.2% |
| 7D | +0.4% | -3.7% | +4.1% | +0.8% |
| 30D | -7.7% | +1.8% | -9.5% | -8.0% |
| 3M | +2.8% | +17.0% | -14.2% | +0.2% |
| 6M | +7.2% | +28.4% | -21.1% | +3.0% |
| YTD | +20.0% | +24.8% | -4.9% | +15.4% |
| 1Y | +33.3% | +42.9% | -9.7% | +25.5% |
| 3Y | +161.3% | +92.7% | +68.6% | +131.5% |
| 5Y | +108.8% | +73.3% | +35.4% | +86.9% |
| All | +108.8% | +69.5% | +39.2% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling