+29.1%
ALNY vs COMP
+221.9%
-192.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.1% | -2.0% |
| 7D | +5.7% | +4.1% | +1.6% | +5.3% |
| 30D | +18.7% | -14.5% | +33.2% | +20.3% |
| 3M | -11.0% | +41.8% | -52.8% | -13.5% |
| 6M | -18.9% | +23.6% | -42.4% | -20.9% |
| YTD | -34.6% | +1.7% | -36.3% | -35.2% |
| 1Y | -42.8% | +12.6% | -55.4% | -44.1% |
| 3Y | +29.1% | +221.9% | -192.7% | +7.2% |
| All | +29.1% | +221.9% | -192.7% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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