+112.0%
CF vs INCY
+75.2%
+36.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -3.2% | -0.6% | -2.6% | -3.2% |
| 30D | +4.3% | +5.5% | -1.1% | +3.9% |
| 3M | +2.8% | +1.1% | +1.7% | +2.7% |
| 6M | +0.6% | +19.8% | -19.2% | -0.6% |
| YTD | +56.6% | +21.1% | +35.5% | +54.1% |
| 1Y | +49.6% | +13.7% | +35.9% | +48.2% |
| 3Y | +61.5% | +119.3% | -57.8% | +41.7% |
| All | +112.0% | +75.2% | +36.8% | +89.5% |
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