+5,967.0%
CF vs INCY
+1,636.3%
+4,330.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -3.0% |
| 7D | +6.0% | +1.9% | +4.1% | +5.6% |
| 30D | +14.8% | +5.8% | +9.0% | +13.4% |
| 3M | +14.1% | +25.2% | -11.1% | +8.3% |
| 6M | +28.5% | +28.2% | +0.3% | +20.7% |
| YTD | +74.9% | +28.3% | +46.6% | +63.5% |
| 1Y | +61.7% | +48.3% | +13.3% | +45.9% |
| 3Y | +80.3% | +95.9% | -15.6% | +49.1% |
| 5Y | +226.0% | +66.6% | +159.4% | +176.2% |
| 10Y | +569.9% | +54.5% | +515.3% | +443.8% |
| All | +5,967.0% | +1,636.3% | +4,330.7% | +1,841.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling