+7,077.1%
JPM vs INCY
+6,534.7%
+542.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.1% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | -1.1% | +3.2% | -4.3% | -1.6% |
| 3M | +14.1% | +23.6% | -9.5% | +10.2% |
| 6M | +23.3% | +29.7% | -6.4% | +18.1% |
| YTD | +11.3% | +25.9% | -14.7% | +6.9% |
| 1Y | +23.0% | +43.7% | -20.7% | +15.5% |
| 3Y | +162.6% | +94.4% | +68.1% | +132.6% |
| 5Y | +152.8% | +68.0% | +84.8% | +127.1% |
| 10Y | +583.6% | +52.5% | +531.1% | +496.4% |
| All | +7,077.1% | +6,534.7% | +542.4% | +2,845.8% |
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