+91.3%
ABBV vs ALNY
+23.4%
+68.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.2% |
| 3M | +15.2% | -14.1% | +29.3% | +16.3% |
| 6M | +14.7% | -22.4% | +37.1% | +16.8% |
| YTD | +15.2% | -37.5% | +52.7% | +19.5% |
| 1Y | +20.4% | -46.9% | +67.3% | +26.6% |
| 3Y | +91.3% | +22.1% | +69.3% | +83.3% |
| All | +91.3% | +23.4% | +68.0% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling