+30.6%
ALNY vs CI
+47.5%
-16.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.2% |
| 7D | -6.4% | -1.3% | -5.1% | -6.2% |
| 30D | +11.9% | +3.1% | +8.8% | +11.4% |
| 3M | -15.0% | -4.5% | -10.5% | -14.4% |
| 6M | -23.2% | +8.3% | -31.5% | -23.9% |
| YTD | -37.8% | +3.8% | -41.6% | -38.0% |
| 1Y | -47.3% | -5.0% | -42.2% | -47.0% |
| 3Y | +22.9% | +5.8% | +17.1% | +18.2% |
| 5Y | +30.6% | +50.6% | -20.0% | +16.6% |
| All | +30.6% | +47.5% | -16.9% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling