+30.6%
ALNY vs COO
-51.8%
+82.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.7% | +10.6% | +1.7% |
| 7D | -6.4% | -23.3% | +16.9% | +3.5% |
| 30D | +11.9% | -29.5% | +41.4% | +27.9% |
| 3M | -15.0% | -20.0% | +5.0% | -7.6% |
| 6M | -23.2% | -27.2% | +4.0% | -13.5% |
| YTD | -37.8% | -33.9% | -3.9% | -27.3% |
| 1Y | -47.3% | -19.9% | -27.3% | -43.3% |
| 3Y | +22.9% | -38.1% | +61.0% | +41.9% |
| 5Y | +30.6% | -52.0% | +82.6% | +60.2% |
| All | +30.6% | -51.8% | +82.4% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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