-47.2%
GLXY vs INCY
+12.8%
-60.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -5.2% |
| 7D | +5.3% | +1.1% | +4.2% | +5.2% |
| 30D | -19.8% | +8.4% | -28.2% | -20.7% |
| 3M | -31.4% | +0.4% | -31.7% | -31.0% |
| 6M | -53.3% | +22.4% | -75.7% | -57.2% |
| YTD | -35.7% | +22.5% | -58.2% | -41.4% |
| 1Y | -47.2% | +14.8% | -62.0% | -52.0% |
| All | -47.2% | +12.8% | -60.0% | -52.0% |
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