+3,585.7%
ALNY vs BB
-61.1%
+3,646.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -3.5% | +1.8% | -5.4% | -3.8% |
| 30D | +18.9% | -12.2% | +31.1% | +21.1% |
| 3M | -13.3% | -12.3% | -1.0% | -13.3% |
| 6M | -20.3% | +122.7% | -143.0% | -33.1% |
| YTD | -35.1% | +104.5% | -139.6% | -44.8% |
| 1Y | -46.5% | +106.7% | -153.2% | -55.0% |
| 3Y | +28.1% | +70.0% | -41.9% | +5.1% |
| 5Y | +36.1% | -27.8% | +63.8% | +25.6% |
| 10Y | +269.7% | +2.4% | +267.3% | +159.4% |
| All | +3,585.7% | -61.1% | +3,646.8% | +2,889.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling