+3,615.7%
ALNY vs COR
+3,275.8%
+340.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.4% |
| 7D | +5.7% | -1.9% | +7.6% | +6.6% |
| 30D | +18.7% | +1.5% | +17.1% | +17.7% |
| 3M | -11.0% | +18.7% | -29.7% | -17.5% |
| 6M | -18.9% | -9.0% | -9.8% | -16.4% |
| YTD | -34.6% | -3.3% | -31.3% | -35.0% |
| 1Y | -42.8% | +9.8% | -52.7% | -47.0% |
| 3Y | +29.1% | +87.4% | -58.2% | -9.2% |
| 5Y | +39.6% | +180.5% | -140.9% | -22.0% |
| 10Y | +253.8% | +398.1% | -144.4% | +29.4% |
| All | +3,615.7% | +3,275.8% | +340.0% | +478.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling