+21.5%
ALNY vs COR
+84.5%
-63.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.3% | -4.0% |
| 7D | -6.4% | -4.8% | -1.6% | -5.7% |
| 30D | +11.9% | -3.7% | +15.6% | +12.5% |
| 3M | -15.0% | +14.3% | -29.4% | -16.0% |
| 6M | -23.2% | -8.5% | -14.7% | -22.9% |
| YTD | -37.8% | -4.4% | -33.3% | -37.8% |
| 1Y | -47.3% | +9.1% | -56.4% | -49.1% |
| All | +21.5% | +84.5% | -63.0% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling