-55.3%
ADBE vs ALNY
+23.4%
-78.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | -5.4% | -6.5% | +1.2% | -4.8% |
| 30D | -2.5% | +11.0% | -13.6% | -3.5% |
| 3M | +15.3% | -14.1% | +29.3% | +16.2% |
| 6M | -7.8% | -22.4% | +14.5% | -6.6% |
| YTD | -27.9% | -37.5% | +9.5% | -26.0% |
| 1Y | -28.0% | -46.9% | +18.9% | -25.5% |
| 3Y | -55.3% | +22.1% | -77.4% | -56.9% |
| All | -55.3% | +23.4% | -78.7% | -56.9% |
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