-8.3%
ALNY vs CMS
+34.5%
-42.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | 0.0% | -1.3% | +1.3% | +0.4% |
| 30D | -30.0% | +5.3% | -35.3% | -31.3% |
| 3M | -30.1% | -0.3% | -29.7% | -30.1% |
| 6M | -46.4% | -4.0% | -42.3% | -45.6% |
| YTD | -60.6% | +2.1% | -62.7% | -60.8% |
| 1Y | -65.4% | -4.7% | -60.7% | -64.9% |
| 3Y | -3.2% | +36.8% | -40.0% | -11.4% |
| 5Y | -8.3% | +34.9% | -43.2% | -13.0% |
| All | -8.3% | +34.5% | -42.8% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling