+33.9%
ALNY vs CNC
+10.7%
+23.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | -6.5% | -0.9% | -5.6% | -6.4% |
| 30D | +11.0% | -1.0% | +12.0% | +11.2% |
| 3M | -14.1% | +4.5% | -18.6% | -14.6% |
| 6M | -22.4% | +85.2% | -107.6% | -28.4% |
| YTD | -37.5% | +61.4% | -98.9% | -41.5% |
| 1Y | -46.9% | +94.9% | -141.8% | -51.7% |
| 3Y | +22.1% | 0.0% | +22.1% | +18.1% |
| All | +33.9% | +10.7% | +23.1% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling