+487.0%
CF vs INCY
+27.4%
+459.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | -0.9% | +1.5% | -2.4% | -1.2% |
| 30D | +6.9% | +8.1% | -1.1% | +5.4% |
| 3M | +4.8% | +1.1% | +3.7% | +4.4% |
| 6M | +4.7% | +23.7% | -19.0% | +0.3% |
| YTD | +56.5% | +23.4% | +33.1% | +48.7% |
| 1Y | +48.4% | +15.0% | +33.4% | +42.9% |
| 3Y | +59.1% | +132.1% | -72.9% | +28.0% |
| 5Y | +109.5% | +83.2% | +26.3% | +76.3% |
| 10Y | +487.0% | +17.1% | +469.9% | +397.6% |
| All | +487.0% | +27.4% | +459.6% | +397.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling