+5,533.9%
JNJ vs INCY
+6,534.7%
-1,000.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -2.1% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +4.3% | +3.2% | +1.1% | +4.1% |
| 3M | +16.5% | +23.6% | -7.1% | +15.1% |
| 6M | +13.1% | +29.7% | -16.5% | +11.4% |
| YTD | +32.1% | +25.9% | +6.2% | +30.3% |
| 1Y | +54.5% | +43.7% | +10.8% | +51.1% |
| 3Y | +82.5% | +94.4% | -11.9% | +74.7% |
| 5Y | +80.0% | +68.0% | +12.0% | +73.2% |
| 10Y | +195.7% | +52.5% | +143.1% | +182.2% |
| All | +5,533.9% | +6,534.7% | -1,000.8% | +3,858.5% |
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