-63.6%
ALNY vs CMS
-2.7%
-61.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +5.0% |
| 7D | +5.8% | +1.7% | +4.1% | +5.4% |
| 30D | -26.5% | +6.2% | -32.7% | -28.0% |
| 3M | -27.3% | +0.6% | -28.0% | -27.0% |
| 6M | -43.4% | -1.8% | -41.6% | -41.8% |
| YTD | -58.5% | +3.8% | -62.3% | -57.1% |
| 1Y | -63.6% | -1.8% | -61.9% | -62.6% |
| All | -63.6% | -2.7% | -61.0% | -62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling