-17.0%
ALNY vs DOC
-21.4%
+4.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -5.5% | +6.5% | -12.0% | -7.1% |
| 30D | -30.5% | +9.2% | -39.7% | -32.3% |
| 3M | -27.8% | -2.5% | -25.3% | -27.4% |
| 6M | -48.5% | +7.1% | -55.6% | -49.4% |
| YTD | -60.8% | +33.0% | -93.8% | -64.0% |
| 1Y | -64.6% | +23.3% | -87.9% | -66.7% |
| 3Y | -6.7% | +44.9% | -51.6% | -17.9% |
| All | -17.0% | -21.4% | +4.4% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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