+154.6%
JPM vs INCY
+69.5%
+85.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | 0.0% |
| 7D | -2.3% | -3.7% | +1.3% | -1.7% |
| 30D | -2.3% | +1.8% | -4.2% | -2.7% |
| 3M | +14.9% | +17.0% | -2.1% | +11.4% |
| 6M | +23.6% | +28.4% | -4.8% | +17.7% |
| YTD | +11.3% | +24.8% | -13.5% | +6.3% |
| 1Y | +19.9% | +42.9% | -23.0% | +11.4% |
| 3Y | +162.6% | +92.7% | +69.9% | +127.0% |
| 5Y | +154.6% | +73.3% | +81.3% | +123.6% |
| All | +154.6% | +69.5% | +85.1% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling