+55.5%
CIFR vs INCY
+43.7%
+11.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.2% | -3.5% | -5.3% |
| 7D | -8.2% | -3.7% | -4.5% | -7.6% |
| 30D | -7.4% | +1.8% | -9.2% | -7.7% |
| 3M | -24.2% | +17.0% | -41.1% | -30.1% |
| 6M | +14.2% | +28.4% | -14.2% | -2.6% |
| YTD | +8.0% | +24.8% | -16.8% | -10.1% |
| 1Y | +55.5% | +42.9% | +12.6% | +19.5% |
| All | +55.5% | +43.7% | +11.8% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling