+236.1%
ALNY vs CAH
+294.8%
-58.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -6.5% | -5.1% | -1.4% | -5.2% |
| 30D | +11.0% | +0.2% | +10.9% | +11.1% |
| 3M | -14.1% | +6.3% | -20.4% | -15.2% |
| 6M | -22.4% | +9.4% | -31.8% | -24.1% |
| YTD | -37.5% | +15.0% | -52.4% | -39.9% |
| 1Y | -46.9% | +55.4% | -102.4% | -53.5% |
| 3Y | +22.1% | +173.8% | -151.8% | -9.8% |
| 5Y | +31.2% | +395.2% | -364.0% | -19.4% |
| All | +236.1% | +294.8% | -58.7% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling