+33.9%
ALNY vs CNH
+8.8%
+25.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -6.5% | -5.7% | -0.9% | -5.4% |
| 30D | +11.0% | +26.6% | -15.5% | +5.9% |
| 3M | -14.1% | +31.1% | -45.1% | -18.7% |
| 6M | -22.4% | +24.9% | -47.3% | -26.1% |
| YTD | -37.5% | +48.7% | -86.2% | -42.4% |
| 1Y | -46.9% | +22.2% | -69.1% | -49.4% |
| 3Y | +22.1% | +7.4% | +14.6% | +17.2% |
| All | +33.9% | +8.8% | +25.0% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling