+21.5%
ALNY vs CNH
+6.3%
+15.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.5% |
| 7D | -6.4% | -2.5% | -4.0% | -6.0% |
| 30D | +11.9% | +27.0% | -15.1% | +7.4% |
| 3M | -15.0% | +32.6% | -47.6% | -19.0% |
| 6M | -23.2% | +23.6% | -46.8% | -26.2% |
| YTD | -37.8% | +47.8% | -85.6% | -41.5% |
| 1Y | -47.3% | +21.3% | -68.5% | -49.1% |
| All | +21.5% | +6.3% | +15.2% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling