+33.9%
ALNY vs BP
+138.6%
-104.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -6.5% | +5.2% | -11.8% | -7.0% |
| 30D | +11.0% | +8.7% | +2.3% | +10.1% |
| 3M | -14.1% | +9.3% | -23.4% | -15.2% |
| 6M | -22.4% | +13.6% | -36.0% | -24.0% |
| YTD | -37.5% | +37.7% | -75.1% | -40.7% |
| 1Y | -46.9% | +40.6% | -87.6% | -49.9% |
| 3Y | +22.1% | +40.3% | -18.3% | +13.6% |
| All | +33.9% | +138.6% | -104.7% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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