+26.6%
ALNY vs CI
+4.5%
+22.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -0.9% |
| 7D | -3.5% | -1.1% | -2.4% | -3.4% |
| 30D | +18.9% | +0.5% | +18.4% | +18.9% |
| 3M | -13.3% | -5.2% | -8.2% | -13.0% |
| 6M | -20.3% | +4.3% | -24.6% | -20.1% |
| YTD | -35.1% | +2.8% | -37.9% | -35.0% |
| 1Y | -46.5% | -5.8% | -40.7% | -46.3% |
| All | +26.6% | +4.5% | +22.1% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 3y: compounded portfolio wealth divided by compounded CI 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…
3y analysis · Full analysis span regression · 6 months rolling