-62.0%
ALNY vs COR
+5.5%
-67.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.2% | +0.6% |
| 7D | -30.7% | +9.1% | -39.8% | -31.0% |
| 30D | -26.7% | +12.4% | -39.2% | -27.2% |
| 3M | -26.4% | +15.8% | -42.3% | -27.0% |
| 6M | -45.9% | +17.1% | -63.0% | -46.5% |
| YTD | -59.5% | +5.4% | -64.9% | -59.6% |
| 1Y | -62.0% | +3.5% | -65.5% | -62.2% |
| All | -62.0% | +5.5% | -67.4% | -62.2% |
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