+157.8%
ALNY vs CNH
+36.2%
+121.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.5% |
| 7D | +5.8% | +3.0% | +2.8% | +4.9% |
| 30D | -26.5% | -0.6% | -25.9% | -26.7% |
| 3M | -27.3% | +14.6% | -42.0% | -30.7% |
| 6M | -43.4% | +11.8% | -55.1% | -45.9% |
| YTD | -58.5% | +30.4% | -88.9% | -62.1% |
| 1Y | -63.6% | +19.1% | -82.7% | -66.1% |
| 3Y | 0.0% | +30.2% | -30.2% | -12.0% |
| 5Y | -3.4% | -17.8% | +14.4% | -6.1% |
| 10Y | +254.6% | +103.9% | +150.7% | +138.6% |
| All | +157.8% | +36.2% | +121.6% | +81.2% |
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