+220.7%
CF vs INCY
+67.3%
+153.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -3.2% |
| 7D | +6.0% | +1.9% | +4.1% | +5.9% |
| 30D | +14.8% | +5.8% | +9.0% | +14.5% |
| 3M | +14.1% | +25.2% | -11.1% | +12.5% |
| 6M | +28.5% | +28.2% | +0.3% | +26.7% |
| YTD | +74.9% | +28.3% | +46.6% | +71.7% |
| 1Y | +61.7% | +48.3% | +13.3% | +55.8% |
| 3Y | +80.3% | +95.9% | -15.6% | +65.3% |
| All | +220.7% | +67.3% | +153.5% | +197.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling