+574.3%
CF vs INCY
+51.3%
+522.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.1% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | +18.1% | +3.2% | +14.9% | +17.3% |
| 3M | +23.4% | +23.6% | -0.2% | +18.1% |
| 6M | +17.1% | +29.7% | -12.6% | +10.5% |
| YTD | +76.2% | +25.9% | +50.3% | +66.4% |
| 1Y | +62.3% | +43.7% | +18.5% | +48.3% |
| 3Y | +71.8% | +94.4% | -22.6% | +42.5% |
| 5Y | +234.6% | +68.0% | +166.6% | +183.8% |
| 10Y | +574.3% | +52.5% | +521.7% | +338.9% |
| All | +574.3% | +51.3% | +522.9% | +338.9% |
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