+49.7%
INCY vs CAKE
+155.4%
-105.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.6% |
| 7D | -4.2% | -4.5% | +0.4% | -3.7% |
| 30D | +0.6% | -12.4% | +13.0% | +1.8% |
| 3M | +12.6% | +37.3% | -24.7% | +8.8% |
| 6M | +28.3% | +70.7% | -42.4% | +21.2% |
| YTD | +23.0% | +106.0% | -83.0% | +14.0% |
| 1Y | +41.0% | +79.7% | -38.7% | +32.3% |
| 3Y | +88.6% | +267.8% | -179.2% | +65.8% |
| 5Y | +70.8% | +159.9% | -89.1% | +51.5% |
| All | +49.7% | +155.4% | -105.8% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 10y: compounded portfolio wealth divided by compounded CAKE 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…
10y analysis · Full analysis span regression · 6 months rolling