+41.3%
ALNY vs CSGP
-64.7%
+106.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.3% |
| 7D | +12.2% | -4.1% | +16.3% | +13.4% |
| 30D | +16.3% | +2.3% | +14.0% | +15.4% |
| 3M | -12.4% | -8.2% | -4.2% | -10.8% |
| 6M | -18.7% | -35.1% | +16.4% | -9.5% |
| YTD | -33.1% | -54.0% | +21.0% | -18.9% |
| 1Y | -41.3% | -65.3% | +24.0% | -22.6% |
| 3Y | +32.3% | -62.6% | +94.8% | +64.8% |
| All | +41.3% | -64.7% | +106.0% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling