-47.2%
ALNY vs CNH
+21.3%
-68.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.4% |
| 7D | -6.4% | -2.5% | -4.0% | -5.9% |
| 30D | +11.9% | +27.0% | -15.1% | +6.4% |
| 3M | -15.0% | +32.6% | -47.6% | -19.8% |
| 6M | -23.2% | +23.6% | -46.8% | -26.8% |
| YTD | -37.8% | +47.8% | -85.6% | -40.4% |
| All | -47.2% | +21.3% | -68.4% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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