-48.5%
JOBY vs INCY
+45.3%
-93.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -3.4% | +1.9% | -5.4% | -3.8% |
| 30D | -13.6% | +5.8% | -19.4% | -14.6% |
| 3M | -39.5% | +25.2% | -64.7% | -43.4% |
| 6M | -31.9% | +28.2% | -60.1% | -37.1% |
| YTD | -48.9% | +28.3% | -77.3% | -52.3% |
| 1Y | -48.5% | +48.3% | -96.9% | -51.6% |
| All | -48.5% | +45.3% | -93.8% | -51.6% |
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