+3,452.6%
ALNY vs BDX
+575.3%
+2,877.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | -6.5% | -3.2% | -3.4% | -4.6% |
| 30D | +11.0% | -2.5% | +13.6% | +12.9% |
| 3M | -14.1% | +21.4% | -35.5% | -24.1% |
| 6M | -22.4% | +10.4% | -32.8% | -27.4% |
| YTD | -37.5% | +18.8% | -56.3% | -44.5% |
| 1Y | -46.9% | +21.7% | -68.6% | -53.8% |
| 3Y | +22.1% | -10.0% | +32.0% | +23.8% |
| 5Y | +31.2% | -1.8% | +33.0% | +22.5% |
| 10Y | +256.3% | +58.8% | +197.6% | +107.5% |
| All | +3,452.6% | +575.3% | +2,877.3% | +789.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling