-55.2%
GLXY vs INCY
+20.6%
-75.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +4.5% | -21.5% | -17.2% |
| 7D | -26.8% | +5.1% | -31.9% | -27.2% |
| 30D | -38.3% | +7.6% | -46.0% | -39.0% |
| 3M | -36.9% | +1.9% | -38.8% | -36.8% |
| 6M | -52.1% | +26.5% | -78.6% | -57.0% |
| YTD | -37.5% | +24.4% | -61.9% | -44.3% |
| 1Y | -55.2% | +19.4% | -74.5% | -58.7% |
| All | -55.2% | +20.6% | -75.8% | -58.7% |
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 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