+504.9%
ABBV vs ALNY
+260.0%
+244.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | +0.3% | -6.5% | +6.8% | +1.0% |
| 30D | +3.4% | +11.0% | -7.7% | +2.1% |
| 3M | +15.2% | -14.1% | +29.3% | +16.3% |
| 6M | +14.7% | -22.4% | +37.1% | +16.9% |
| YTD | +15.2% | -37.5% | +52.7% | +20.0% |
| 1Y | +20.4% | -46.9% | +67.3% | +27.4% |
| 3Y | +91.3% | +22.1% | +69.3% | +82.1% |
| 5Y | +189.6% | +31.2% | +158.4% | +165.4% |
| All | +504.9% | +260.0% | +244.9% | +356.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling