+471.5%
CF vs INCY
+17.7%
+453.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | +10.4% | -0.5% | +10.8% | +10.4% |
| 30D | +7.6% | +9.8% | -2.2% | +5.7% |
| 3M | +5.2% | +1.0% | +4.2% | +4.7% |
| 6M | -0.1% | +21.9% | -22.0% | -4.0% |
| YTD | +61.7% | +23.8% | +37.9% | +53.6% |
| 1Y | +50.3% | +13.0% | +37.3% | +45.3% |
| 3Y | +66.0% | +133.2% | -67.2% | +33.4% |
| 5Y | +114.5% | +87.8% | +26.7% | +79.5% |
| 10Y | +471.5% | +17.0% | +454.5% | +382.9% |
| All | +471.5% | +17.7% | +453.8% | +382.9% |
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