+236.1%
ALNY vs CP
+232.0%
+4.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | -6.5% | -2.6% | -4.0% | -5.7% |
| 30D | +11.0% | -3.7% | +14.8% | +12.5% |
| 3M | -14.1% | +0.1% | -14.2% | -13.8% |
| 6M | -22.4% | +7.8% | -30.2% | -24.3% |
| YTD | -37.5% | +21.7% | -59.2% | -41.6% |
| 1Y | -46.9% | +18.6% | -65.6% | -50.1% |
| 3Y | +22.1% | +17.5% | +4.5% | +12.9% |
| 5Y | +31.2% | +35.4% | -4.2% | +12.8% |
| All | +236.1% | +232.0% | +4.1% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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