+87.7%
ALNY vs COMP
-47.7%
+135.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +12.2% | +1.4% | +10.9% | +12.0% |
| 30D | +16.3% | -13.3% | +29.7% | +18.4% |
| 3M | -12.4% | +41.1% | -53.5% | -16.1% |
| 6M | -18.7% | +17.2% | -35.9% | -21.3% |
| YTD | -33.1% | +5.2% | -38.3% | -34.6% |
| 1Y | -41.3% | +18.9% | -60.3% | -43.9% |
| 3Y | +32.3% | +215.9% | -183.6% | +5.5% |
| 5Y | +34.8% | -31.2% | +66.0% | +20.8% |
| All | +87.7% | -47.7% | +135.3% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling