+260.3%
ALNY vs CSGP
+72.5%
+187.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.8% | -0.3% |
| 7D | -0.9% | -1.8% | +0.9% | -0.4% |
| 30D | -32.7% | +5.3% | -38.0% | -34.8% |
| 3M | -28.6% | +3.3% | -31.9% | -30.8% |
| 6M | -46.9% | -4.7% | -42.3% | -47.4% |
| YTD | -60.6% | -53.5% | -7.1% | -50.7% |
| 1Y | -64.6% | -53.7% | -10.9% | -55.7% |
| 3Y | -4.8% | -59.7% | +54.9% | +20.6% |
| 5Y | -14.8% | -62.5% | +47.6% | +7.8% |
| 10Y | +260.3% | +67.3% | +193.0% | +57.3% |
| All | +260.3% | +72.5% | +187.7% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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