-62.0%
ALNY vs BAX
+46.0%
-108.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.2% | -0.3% |
| 7D | -30.7% | +4.1% | -34.8% | -31.0% |
| 30D | -26.7% | +9.4% | -36.2% | -27.6% |
| 3M | -26.4% | -6.5% | -20.0% | -26.0% |
| 6M | -45.9% | +59.6% | -105.5% | -51.8% |
| YTD | -59.5% | +38.9% | -98.4% | -62.7% |
| 1Y | -62.0% | +48.0% | -110.0% | -65.0% |
| All | -62.0% | +46.0% | -108.0% | -65.0% |
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