+22.1%
ALNY vs DGX
+96.4%
-74.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.1% |
| 7D | -6.5% | -0.9% | -5.7% | -6.3% |
| 30D | +11.0% | -1.2% | +12.2% | +11.5% |
| 3M | -14.1% | +15.8% | -29.8% | -17.8% |
| 6M | -22.4% | +18.2% | -40.6% | -26.3% |
| YTD | -37.5% | +37.2% | -74.7% | -43.6% |
| 1Y | -46.9% | +30.4% | -77.3% | -51.4% |
| 3Y | +22.1% | +96.7% | -74.6% | -6.3% |
| All | +22.1% | +96.4% | -74.4% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling