+236.1%
ALNY vs COR
+406.5%
-170.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -6.5% | -2.8% | -3.7% | -5.7% |
| 30D | +11.0% | +2.6% | +8.5% | +10.3% |
| 3M | -14.1% | +14.5% | -28.5% | -17.4% |
| 6M | -22.4% | -7.8% | -14.6% | -21.0% |
| YTD | -37.5% | -4.2% | -33.2% | -37.4% |
| 1Y | -46.9% | +7.0% | -53.9% | -49.1% |
| 3Y | +22.1% | +85.5% | -63.5% | -4.1% |
| 5Y | +31.2% | +181.2% | -150.0% | -12.9% |
| All | +236.1% | +406.5% | -170.4% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling