+15.5%
GLXY vs INCY
+100.6%
-85.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.4% |
| 7D | +13.4% | +1.9% | +11.5% | +12.9% |
| 30D | +38.1% | +5.8% | +32.3% | +36.4% |
| 3M | -7.3% | +25.2% | -32.5% | -14.4% |
| 6M | +8.2% | +28.2% | -20.0% | -1.5% |
| YTD | +17.8% | +28.3% | -10.6% | +7.2% |
| 1Y | +14.9% | +48.3% | -33.4% | +1.2% |
| All | +15.5% | +100.6% | -85.1% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling