+32.6%
ALNY vs BROS
+35.1%
-2.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -6.5% | -5.8% | -0.8% | -5.9% |
| 30D | +11.0% | -14.0% | +25.0% | +13.1% |
| 3M | -14.1% | -32.5% | +18.4% | -10.3% |
| 6M | -22.4% | -14.9% | -7.5% | -21.7% |
| YTD | -37.5% | -28.3% | -9.2% | -35.7% |
| 1Y | -46.9% | -34.0% | -12.9% | -45.0% |
| 3Y | +22.1% | +63.0% | -40.9% | +6.9% |
| All | +32.6% | +35.1% | -2.4% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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