+10.3%
GLXY vs INCY
+99.4%
-89.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.3% | -8.3% | -7.3% |
| 7D | +4.5% | -2.2% | +6.7% | +5.0% |
| 30D | +28.8% | +3.7% | +25.2% | +27.8% |
| 3M | -23.0% | +22.1% | -45.1% | -28.2% |
| 6M | +17.0% | +29.8% | -12.8% | +5.9% |
| YTD | +12.5% | +27.6% | -15.1% | +2.5% |
| 1Y | -5.4% | +47.2% | -52.6% | -16.5% |
| All | +10.3% | +99.4% | -89.1% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling