+52.4%
JD vs INCY
+158.4%
-106.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | -4.1% | +1.1% | -5.2% | -4.4% |
| 30D | +4.6% | +8.4% | -3.8% | +2.4% |
| 3M | -4.7% | +0.4% | -5.1% | -5.1% |
| 6M | -17.4% | +22.4% | -39.8% | -22.1% |
| YTD | +0.7% | +22.5% | -21.8% | -5.5% |
| 1Y | -5.9% | +14.8% | -20.6% | -10.4% |
| 3Y | +18.9% | +127.7% | -108.9% | -8.5% |
| 5Y | -62.9% | +84.4% | -147.3% | -69.9% |
| 10Y | +32.5% | +15.7% | +16.8% | +12.3% |
| All | +52.4% | +158.4% | -106.0% | -10.8% |
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 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