+236.1%
ALNY vs CDW
+300.6%
-64.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.4% | -1.8% |
| 7D | -6.5% | +0.9% | -7.5% | -6.9% |
| 30D | +11.0% | +13.1% | -2.0% | +6.7% |
| 3M | -14.1% | +19.7% | -33.7% | -19.4% |
| 6M | -22.4% | +30.7% | -53.1% | -30.8% |
| YTD | -37.5% | +14.7% | -52.2% | -42.0% |
| 1Y | -46.9% | -5.3% | -41.6% | -47.6% |
| 3Y | +22.1% | -23.8% | +45.9% | +25.1% |
| 5Y | +31.2% | -16.8% | +48.0% | +26.5% |
| All | +236.1% | +300.6% | -64.5% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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