+236.1%
ALNY vs BRKR
+155.3%
+80.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -6.5% | -8.7% | +2.1% | -4.3% |
| 30D | +11.0% | -9.9% | +20.9% | +14.0% |
| 3M | -14.1% | -3.1% | -11.0% | -15.4% |
| 6M | -22.4% | +45.5% | -67.9% | -33.1% |
| YTD | -37.5% | +13.7% | -51.1% | -42.3% |
| 1Y | -46.9% | +67.4% | -114.4% | -57.0% |
| 3Y | +22.1% | -13.2% | +35.3% | +14.3% |
| 5Y | +31.2% | -39.5% | +70.7% | +36.1% |
| All | +236.1% | +155.3% | +80.8% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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