+3,701.6%
ALNY vs CP
+2,595.6%
+1,106.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +12.2% | -2.7% | +14.9% | +13.6% |
| 30D | +16.3% | +0.2% | +16.2% | +16.2% |
| 3M | -12.4% | +2.6% | -14.9% | -13.1% |
| 6M | -18.7% | +6.0% | -24.7% | -20.9% |
| YTD | -33.1% | +24.9% | -58.0% | -40.1% |
| 1Y | -41.3% | +20.1% | -61.4% | -46.6% |
| 3Y | +32.3% | +16.4% | +15.9% | +19.1% |
| 5Y | +34.8% | +31.7% | +3.0% | +10.7% |
| 10Y | +284.7% | +223.9% | +60.9% | +82.8% |
| All | +3,701.6% | +2,595.6% | +1,106.0% | +417.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling