-41.3%
ALNY vs COR
+12.8%
-54.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | +12.2% | +2.8% | +9.5% | +12.0% |
| 30D | +16.3% | +4.5% | +11.8% | +15.9% |
| 3M | -12.4% | +22.7% | -35.0% | -12.1% |
| 6M | -18.7% | -9.7% | -9.0% | -21.7% |
| YTD | -33.1% | -1.4% | -31.7% | -33.7% |
| 1Y | -41.3% | +13.9% | -55.3% | -44.0% |
| All | -41.3% | +12.8% | -54.1% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling