-41.3%
ALNY vs DGX
+33.7%
-75.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.8% |
| 7D | +12.2% | -2.3% | +14.6% | +12.6% |
| 30D | +16.3% | +0.6% | +15.8% | +16.3% |
| 3M | -12.4% | +21.4% | -33.8% | -14.0% |
| 6M | -18.7% | +14.7% | -33.4% | -20.5% |
| YTD | -33.1% | +38.4% | -71.5% | -33.8% |
| 1Y | -41.3% | +34.0% | -75.3% | -41.6% |
| All | -41.3% | +33.7% | -75.0% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling