+33.9%
ALNY vs BAX
-68.1%
+101.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.7% |
| 7D | -6.5% | -7.9% | +1.3% | -5.4% |
| 30D | +11.0% | -11.7% | +22.7% | +13.2% |
| 3M | -14.1% | +16.2% | -30.3% | -17.0% |
| 6M | -22.4% | +32.0% | -54.4% | -27.0% |
| YTD | -37.5% | +24.7% | -62.2% | -40.7% |
| 1Y | -46.9% | -2.6% | -44.3% | -47.8% |
| 3Y | +22.1% | -35.0% | +57.0% | +26.9% |
| All | +33.9% | -68.1% | +101.9% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling