+16.4%
JD vs INCY
+56.5%
-40.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.6% |
| 7D | -2.6% | -3.7% | +1.1% | -1.8% |
| 30D | -15.4% | +1.8% | -17.2% | -15.8% |
| 3M | -5.0% | +17.0% | -22.0% | -8.9% |
| 6M | +0.9% | +28.4% | -27.5% | -5.6% |
| YTD | -2.5% | +24.8% | -27.3% | -8.5% |
| 1Y | -16.0% | +42.9% | -58.9% | -24.1% |
| 3Y | -8.5% | +92.7% | -101.2% | -25.8% |
| 5Y | -61.8% | +73.3% | -135.1% | -68.3% |
| All | +16.4% | +56.5% | -40.1% | +4.8% |
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