+2,220.4%
JHX vs INCY
+747.3%
+1,473.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.2% |
| 7D | -4.9% | -3.7% | -1.2% | -4.4% |
| 30D | -9.3% | +1.8% | -11.1% | -9.6% |
| 3M | +28.1% | +17.0% | +11.1% | +25.0% |
| 6M | +35.2% | +28.4% | +6.8% | +30.2% |
| YTD | +35.9% | +24.8% | +11.0% | +31.1% |
| 1Y | +42.5% | +42.9% | -0.4% | +34.6% |
| 3Y | -4.5% | +92.7% | -97.2% | -14.6% |
| 5Y | -27.1% | +73.3% | -100.4% | -34.2% |
| 10Y | +104.2% | +55.8% | +48.4% | +80.7% |
| All | +2,220.4% | +747.3% | +1,473.2% | +1,188.8% |
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