+35.2%
JHX vs INCY
+26.4%
+8.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.8% |
| 7D | -4.9% | -3.7% | -1.2% | -3.7% |
| 30D | -9.3% | +1.8% | -11.1% | -10.0% |
| 3M | +28.1% | +17.0% | +11.1% | +19.5% |
| 6M | +35.2% | +28.4% | +6.8% | +17.9% |
| All | +35.2% | +26.4% | +8.8% | +17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling