+197.1%
ABT vs ALNY
+260.0%
-62.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.4% |
| 7D | -5.9% | -6.5% | +0.7% | -5.2% |
| 30D | -8.1% | +11.0% | -19.1% | -9.2% |
| 3M | +14.5% | -14.1% | +28.6% | +15.6% |
| 6M | -6.3% | -22.4% | +16.1% | -4.5% |
| YTD | -17.1% | -37.5% | +20.3% | -13.7% |
| 1Y | -21.4% | -46.9% | +25.6% | -16.8% |
| 3Y | +5.9% | +22.1% | -16.1% | +0.4% |
| 5Y | -12.8% | +31.2% | -44.0% | -20.1% |
| All | +197.1% | +260.0% | -62.9% | +138.1% |
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