+110.9%
CF vs INCY
+83.5%
+27.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +4.8% | +1.1% | +3.7% | +4.7% |
| 30D | +4.7% | +8.4% | -3.7% | +4.2% |
| 3M | +7.4% | +0.4% | +7.0% | +7.3% |
| 6M | +0.6% | +22.4% | -21.8% | -0.7% |
| YTD | +64.1% | +22.5% | +41.6% | +61.4% |
| 1Y | +51.4% | +14.8% | +36.6% | +50.0% |
| 3Y | +67.8% | +127.7% | -59.9% | +46.3% |
| All | +110.9% | +83.5% | +27.4% | +85.9% |
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 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