+736.6%
ALNY vs CDW
+837.2%
-100.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -3.5% | -4.2% | +0.7% | -2.1% |
| 30D | +18.9% | +4.9% | +14.1% | +16.6% |
| 3M | -13.3% | +7.3% | -20.6% | -16.5% |
| 6M | -20.3% | +19.2% | -39.4% | -28.1% |
| YTD | -35.1% | +6.2% | -41.3% | -39.1% |
| 1Y | -46.5% | -14.0% | -32.5% | -45.6% |
| 3Y | +28.1% | -30.0% | +58.1% | +35.6% |
| 5Y | +36.1% | -23.6% | +59.7% | +34.5% |
| 10Y | +269.7% | +269.4% | +0.3% | +33.4% |
| All | +736.6% | +837.2% | -100.6% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling