+3,585.7%
ALNY vs BAX
+115.0%
+3,470.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | 0.0% |
| 7D | -3.5% | -5.1% | +1.6% | -1.4% |
| 30D | +18.9% | -12.2% | +31.1% | +25.5% |
| 3M | -13.3% | +21.8% | -35.1% | -22.2% |
| 6M | -20.3% | +36.3% | -56.6% | -32.3% |
| YTD | -35.1% | +27.8% | -62.9% | -44.1% |
| 1Y | -46.5% | -0.1% | -46.4% | -48.9% |
| 3Y | +28.1% | -33.3% | +61.4% | +37.9% |
| 5Y | +36.1% | -67.1% | +103.2% | +108.3% |
| 10Y | +269.7% | -36.9% | +306.6% | +243.3% |
| All | +3,585.7% | +115.0% | +3,470.8% | +1,995.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling