+6,474.9%
INCY vs CAKE
+3,402.4%
+3,072.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.5% |
| 7D | -3.7% | -5.6% | +1.9% | -2.1% |
| 30D | +1.8% | -10.5% | +12.4% | +4.7% |
| 3M | +17.0% | +43.6% | -26.7% | +4.6% |
| 6M | +28.4% | +63.0% | -34.7% | +10.3% |
| YTD | +24.8% | +102.9% | -78.1% | +0.5% |
| 1Y | +42.9% | +75.6% | -32.7% | +19.3% |
| 3Y | +92.7% | +257.7% | -165.0% | +27.5% |
| 5Y | +73.3% | +156.0% | -82.7% | +18.9% |
| 10Y | +55.8% | +150.5% | -94.7% | -14.3% |
| All | +6,474.9% | +3,402.4% | +3,072.5% | +1,542.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling