-15.2%
ALNY vs COMP
-18.3%
+3.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.7% | -11.2% | -1.8% |
| 7D | -5.5% | +13.4% | -18.9% | -7.1% |
| 30D | -30.5% | +11.1% | -41.6% | -31.7% |
| 3M | -27.8% | -18.8% | -9.0% | -26.3% |
| 6M | -48.5% | +10.5% | -59.0% | -49.6% |
| YTD | -60.8% | -3.4% | -57.4% | -61.4% |
| 1Y | -64.6% | +19.7% | -84.3% | -66.2% |
| 3Y | -6.7% | +381.6% | -388.3% | -30.4% |
| All | -15.2% | -18.3% | +3.1% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling