-61.3%
JD vs INCY
+67.2%
-128.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.7% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -16.0% | +3.2% | -19.2% | -16.6% |
| 3M | -3.2% | +23.6% | -26.8% | -7.4% |
| 6M | +6.1% | +29.7% | -23.6% | +0.3% |
| YTD | -0.1% | +25.9% | -26.1% | -5.4% |
| 1Y | -12.7% | +43.7% | -56.4% | -20.0% |
| 3Y | -6.3% | +94.4% | -100.7% | -23.6% |
| 5Y | -61.3% | +68.0% | -129.3% | -67.8% |
| All | -61.3% | +67.2% | -128.5% | -67.8% |
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 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