+2,382.4%
JCI vs INCY
+6,660.0%
-4,277.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +3.8% | +1.9% | +1.9% | +3.6% |
| 30D | -5.7% | +5.8% | -11.5% | -6.4% |
| 3M | -1.4% | +25.2% | -26.6% | -4.4% |
| 6M | +4.1% | +28.2% | -24.1% | +0.5% |
| YTD | +21.7% | +28.3% | -6.6% | +17.3% |
| 1Y | +36.1% | +48.3% | -12.2% | +28.7% |
| 3Y | +154.4% | +95.9% | +58.5% | +129.6% |
| 5Y | +112.0% | +66.6% | +45.5% | +94.0% |
| 10Y | +322.2% | +54.5% | +267.7% | +276.7% |
| All | +2,382.4% | +6,660.0% | -4,277.6% | +1,072.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling