+52.1%
JNJ vs INCY
+41.2%
+10.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -3.5% | -4.2% | +0.7% | -2.8% |
| 30D | +2.3% | +0.6% | +1.7% | +2.2% |
| 3M | +12.0% | +12.6% | -0.7% | +10.1% |
| 6M | +10.5% | +28.3% | -17.9% | +7.5% |
| YTD | +30.4% | +23.0% | +7.4% | +27.2% |
| 1Y | +52.1% | +41.0% | +11.2% | +48.6% |
| All | +52.1% | +41.2% | +10.9% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling