+34.8%
CF vs INCY
+20.6%
+14.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.5% | -8.9% | -3.7% |
| 7D | -6.9% | +5.1% | -12.0% | -6.2% |
| 30D | -3.7% | +7.6% | -11.4% | -2.6% |
| 3M | -5.0% | +1.9% | -6.8% | -4.5% |
| 6M | -10.5% | +26.5% | -36.9% | -4.3% |
| YTD | +46.5% | +24.4% | +22.1% | +55.2% |
| 1Y | +34.8% | +19.4% | +15.5% | +43.0% |
| All | +34.8% | +20.6% | +14.2% | +43.0% |
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