+23.3%
CAVA vs INCY
+100.9%
-77.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.3% | -4.0% |
| 7D | -12.4% | -3.7% | -8.7% | -11.8% |
| 30D | -11.2% | +1.8% | -13.0% | -11.6% |
| 3M | -33.8% | +17.0% | -50.8% | -36.1% |
| 6M | -32.5% | +28.4% | -60.9% | -36.2% |
| YTD | -8.0% | +24.8% | -32.8% | -12.4% |
| 1Y | -17.1% | +42.9% | -60.1% | -23.9% |
| 3Y | +37.8% | +92.7% | -54.9% | +8.4% |
| All | +23.3% | +100.9% | -77.5% | -1.6% |
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