+229.8%
ALNY vs CP
+257.3%
-27.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.8% | +5.5% |
| 7D | +5.8% | +2.1% | +3.7% | +5.0% |
| 30D | -26.5% | +9.3% | -35.8% | -28.7% |
| 3M | -27.3% | +0.5% | -27.8% | -27.5% |
| 6M | -43.4% | +10.4% | -53.8% | -45.2% |
| YTD | -58.5% | +28.7% | -87.2% | -62.0% |
| 1Y | -63.6% | +33.2% | -96.8% | -67.1% |
| 3Y | 0.0% | +38.4% | -38.4% | -12.3% |
| 5Y | -3.4% | +26.2% | -29.6% | -13.9% |
| All | +229.8% | +257.3% | -27.5% | +76.9% |
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