-7.5%
GLXY vs INCY
+43.7%
-51.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.5% |
| 7D | -8.9% | -3.7% | -5.3% | -8.1% |
| 30D | +19.9% | +1.8% | +18.0% | +19.5% |
| 3M | -20.0% | +17.0% | -36.9% | -24.6% |
| 6M | +10.5% | +28.4% | -17.9% | -1.3% |
| YTD | +7.9% | +24.8% | -16.9% | -2.5% |
| 1Y | -7.5% | +42.9% | -50.4% | -19.0% |
| All | -7.5% | +43.7% | -51.2% | -19.0% |
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