-41.3%
ALNY vs BAX
+9.9%
-51.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | +12.2% | -1.1% | +13.4% | +12.4% |
| 30D | +16.3% | -5.5% | +21.8% | +17.4% |
| 3M | -12.4% | +33.5% | -45.9% | -19.4% |
| 6M | -18.7% | +35.9% | -54.6% | -26.2% |
| YTD | -33.1% | +35.4% | -68.4% | -39.8% |
| 1Y | -41.3% | +9.8% | -51.1% | -42.9% |
| All | -41.3% | +9.9% | -51.3% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling