+229.8%
ALNY vs CMS
+140.2%
+89.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +5.0% |
| 7D | +5.8% | +1.7% | +4.1% | +5.5% |
| 30D | -26.5% | +6.2% | -32.7% | -27.6% |
| 3M | -27.3% | +0.6% | -28.0% | -27.6% |
| 6M | -43.4% | -1.8% | -41.6% | -43.1% |
| YTD | -58.5% | +3.8% | -62.3% | -58.8% |
| 1Y | -63.6% | -1.8% | -61.9% | -63.5% |
| 3Y | 0.0% | +39.8% | -39.8% | -6.7% |
| 5Y | -3.4% | +37.1% | -40.5% | -10.0% |
| All | +229.8% | +140.2% | +89.6% | +225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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