+236.1%
ALNY vs BAX
-38.1%
+274.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.9% |
| 7D | -6.5% | -7.9% | +1.3% | -4.6% |
| 30D | +11.0% | -11.7% | +22.7% | +14.7% |
| 3M | -14.1% | +16.2% | -30.3% | -18.6% |
| 6M | -22.4% | +32.0% | -54.4% | -29.3% |
| YTD | -37.5% | +24.7% | -62.2% | -42.6% |
| 1Y | -46.9% | -2.6% | -44.3% | -48.0% |
| 3Y | +22.1% | -35.0% | +57.0% | +30.4% |
| 5Y | +31.2% | -67.6% | +98.8% | +81.8% |
| All | +236.1% | -38.1% | +274.2% | +238.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling