+33.9%
ALNY vs BB
-26.5%
+60.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.3% |
| 7D | -6.5% | -0.4% | -6.2% | -6.5% |
| 30D | +11.0% | -12.5% | +23.6% | +12.4% |
| 3M | -14.1% | -17.4% | +3.4% | -13.4% |
| 6M | -22.4% | +119.1% | -141.5% | -32.8% |
| YTD | -37.5% | +102.4% | -139.8% | -45.2% |
| 1Y | -46.9% | +98.2% | -145.1% | -53.8% |
| 3Y | +22.1% | +46.9% | -24.9% | +9.3% |
| All | +33.9% | -26.5% | +60.3% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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