+95.0%
JCI vs INCY
+83.5%
+11.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | +3.2% | +1.1% | +2.1% | +3.1% |
| 30D | -8.6% | +8.4% | -17.0% | -9.5% |
| 3M | -7.7% | +0.4% | -8.1% | -7.9% |
| 6M | -2.6% | +22.4% | -25.0% | -6.0% |
| YTD | +17.4% | +22.5% | -5.1% | +12.8% |
| 1Y | +16.9% | +14.8% | +2.2% | +13.4% |
| 3Y | +186.7% | +127.7% | +59.0% | +140.4% |
| All | +95.0% | +83.5% | +11.6% | +71.4% |
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