+18.6%
GLXY vs INCY
+96.9%
-78.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.2% |
| 7D | +15.5% | -0.5% | +15.9% | +15.5% |
| 30D | +34.1% | +3.2% | +30.9% | +33.2% |
| 3M | -11.3% | +23.6% | -34.9% | -17.8% |
| 6M | +31.6% | +29.7% | +1.9% | +19.0% |
| YTD | +21.0% | +25.9% | -5.0% | +10.6% |
| 1Y | +11.7% | +43.7% | -32.0% | -0.9% |
| All | +18.6% | +96.9% | -78.3% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling