-62.0%
ALNY vs CNC
+122.0%
-184.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.6% | -11.9% | -0.6% |
| 7D | -30.7% | +13.4% | -44.1% | -31.7% |
| 30D | -26.7% | +18.2% | -45.0% | -28.3% |
| 3M | -26.4% | +18.6% | -45.1% | -28.0% |
| 6M | -45.9% | +41.9% | -87.8% | -48.0% |
| YTD | -59.5% | +84.7% | -144.2% | -62.4% |
| 1Y | -62.0% | +110.5% | -172.5% | -65.2% |
| All | -62.0% | +122.0% | -184.0% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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