-7.9%
CAVA vs INCY
+45.3%
-53.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -9.2% | +1.9% | -11.1% | -9.5% |
| 30D | -8.2% | +5.8% | -14.0% | -8.8% |
| 3M | -15.3% | +25.2% | -40.5% | -17.8% |
| 6M | -23.6% | +28.2% | -51.8% | -26.4% |
| YTD | +3.5% | +28.3% | -24.8% | +1.4% |
| 1Y | -7.9% | +48.3% | -56.2% | -9.4% |
| All | -7.9% | +45.3% | -53.1% | -9.4% |
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