+54.3%
JD vs INCY
+170.8%
-116.4%
-79.1%
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% | +2.1% |
| 7D | -1.7% | +1.9% | -3.6% | -2.1% |
| 30D | -13.2% | +5.8% | -19.0% | -14.4% |
| 3M | -3.2% | +25.2% | -28.4% | -8.9% |
| 6M | +15.2% | +28.2% | -13.0% | +7.5% |
| YTD | +2.0% | +28.3% | -26.4% | -5.2% |
| 1Y | -5.4% | +48.3% | -53.7% | -15.6% |
| 3Y | -9.1% | +95.9% | -105.0% | -26.9% |
| 5Y | -59.6% | +66.6% | -126.2% | -66.3% |
| 10Y | +26.2% | +54.5% | -28.3% | -1.0% |
| All | +54.3% | +170.8% | -116.4% | -10.5% |
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