+306.3%
ALNY vs CNH
+55.5%
+250.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -0.8% |
| 7D | +5.7% | +8.8% | -3.1% | +3.4% |
| 30D | +18.7% | +24.7% | -6.0% | +11.7% |
| 3M | -11.0% | +27.3% | -38.3% | -16.8% |
| 6M | -18.9% | +23.2% | -42.0% | -23.9% |
| YTD | -34.6% | +48.9% | -83.5% | -41.8% |
| 1Y | -42.8% | +19.4% | -62.2% | -46.3% |
| 3Y | +29.1% | +7.8% | +21.4% | +21.0% |
| 5Y | +39.6% | +8.7% | +30.9% | +26.2% |
| 10Y | +253.8% | +149.5% | +104.3% | +126.9% |
| All | +306.3% | +55.5% | +250.8% | +178.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling