+236.1%
ALNY vs BDX
+59.3%
+176.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -6.5% | -3.2% | -3.4% | -5.2% |
| 30D | +11.0% | -2.5% | +13.6% | +12.4% |
| 3M | -14.1% | +21.4% | -35.5% | -21.1% |
| 6M | -22.4% | +10.4% | -32.8% | -25.8% |
| YTD | -37.5% | +18.8% | -56.3% | -42.3% |
| 1Y | -46.9% | +21.7% | -68.6% | -51.7% |
| 3Y | +22.1% | -10.0% | +32.0% | +24.7% |
| 5Y | +31.2% | -1.8% | +33.0% | +26.4% |
| All | +236.1% | +59.3% | +176.8% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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