-39.1%
JOBY vs INCY
+45.7%
-84.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.7% |
| 7D | -5.2% | -4.2% | -1.0% | -4.0% |
| 30D | -19.7% | +0.6% | -20.3% | -19.9% |
| 3M | -31.7% | +12.6% | -44.4% | -34.8% |
| 6M | -37.5% | +28.3% | -65.9% | -43.0% |
| YTD | -51.6% | +23.0% | -74.6% | -55.1% |
| 1Y | -53.3% | +41.0% | -94.3% | -58.8% |
| 3Y | -12.2% | +88.6% | -100.8% | -31.8% |
| 5Y | -31.3% | +70.8% | -102.1% | -46.0% |
| All | -39.1% | +45.7% | -84.8% | -48.2% |
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