-30.7%
CIFR vs INCY
+36.5%
-67.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | +4.8% | +1.1% | +3.7% | +4.5% |
| 30D | -31.0% | +8.4% | -39.4% | -33.1% |
| 3M | -58.7% | +0.4% | -59.1% | -59.0% |
| 6M | -67.7% | +22.4% | -90.1% | -71.1% |
| YTD | -53.5% | +22.5% | -76.0% | -58.7% |
| 1Y | -54.1% | +14.8% | -68.8% | -58.0% |
| 3Y | +138.2% | +127.7% | +10.5% | +68.2% |
| 5Y | -18.5% | +84.4% | -102.9% | -39.3% |
| All | -30.7% | +36.5% | -67.2% | -47.0% |
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 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