+52.1%
JD vs INCY
+161.2%
-109.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -2.0% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +4.2% | +9.8% | -5.6% | +1.7% |
| 3M | -12.8% | +1.0% | -13.7% | -13.2% |
| 6M | -8.8% | +21.9% | -30.7% | -13.9% |
| YTD | +0.5% | +23.8% | -23.3% | -6.0% |
| 1Y | -8.8% | +13.0% | -21.8% | -12.8% |
| 3Y | +18.6% | +133.2% | -114.6% | -9.3% |
| 5Y | -62.2% | +87.8% | -150.0% | -69.5% |
| 10Y | +32.2% | +17.0% | +15.2% | +11.8% |
| All | +52.1% | +161.2% | -109.1% | -11.2% |
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