+79.2%
CIFR vs INCY
+43.0%
+36.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.5% |
| 7D | +16.9% | +1.9% | +15.0% | +16.1% |
| 30D | -5.2% | +5.8% | -11.0% | -7.2% |
| 3M | -30.6% | +25.2% | -55.8% | -37.9% |
| 6M | +10.6% | +28.2% | -17.6% | -2.1% |
| YTD | +20.2% | +28.3% | -8.1% | +5.6% |
| 1Y | +139.7% | +48.3% | +91.4% | +99.4% |
| 3Y | +489.4% | +95.9% | +393.4% | +336.1% |
| 5Y | +54.4% | +66.6% | -12.2% | +16.2% |
| All | +79.2% | +43.0% | +36.2% | +35.3% |
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