-62.0%
ALNY vs CAH
+38.5%
-100.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.8% | +0.2% |
| 7D | -30.7% | +7.0% | -37.7% | -31.4% |
| 30D | -26.7% | +12.4% | -39.1% | -28.4% |
| 3M | -26.4% | +12.2% | -38.6% | -27.8% |
| 6M | -45.9% | +33.2% | -79.1% | -47.5% |
| YTD | -59.5% | +28.4% | -87.9% | -59.9% |
| 1Y | -62.0% | +35.0% | -97.0% | -61.8% |
| All | -62.0% | +38.5% | -100.5% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling