+48.8%
CAVA vs INCY
+89.7%
-40.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +4.9% | +3.8% |
| 7D | -8.0% | -4.2% | -3.9% | -7.2% |
| 30D | -19.6% | +0.6% | -20.1% | -19.7% |
| 3M | -36.7% | +12.6% | -49.3% | -38.5% |
| 6M | -30.6% | +28.3% | -58.9% | -34.5% |
| YTD | -4.8% | +23.0% | -27.8% | -9.3% |
| 1Y | -13.1% | +41.0% | -54.1% | -20.3% |
| 3Y | +48.8% | +88.6% | -39.8% | +15.7% |
| All | +48.8% | +89.7% | -40.9% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling