+30.6%
ALNY vs CP
+32.2%
-1.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.7% |
| 7D | -6.4% | -2.7% | -3.7% | -5.6% |
| 30D | +11.9% | -3.4% | +15.2% | +13.0% |
| 3M | -15.0% | -0.6% | -14.4% | -14.6% |
| 6M | -23.2% | +6.3% | -29.5% | -24.3% |
| YTD | -37.8% | +21.2% | -58.9% | -40.9% |
| 1Y | -47.3% | +20.0% | -67.3% | -49.8% |
| 3Y | +22.9% | +18.7% | +4.2% | +14.8% |
| 5Y | +30.6% | +34.8% | -4.2% | +10.7% |
| All | +30.6% | +32.2% | -1.6% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling