-16.3%
ALNY vs DOC
-22.1%
+5.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -10.0% | +6.2% | -16.2% | -11.4% |
| 30D | -30.0% | +6.5% | -36.5% | -31.4% |
| 3M | -31.5% | -6.2% | -25.3% | -30.4% |
| 6M | -48.0% | +25.6% | -73.6% | -51.2% |
| YTD | -60.6% | +32.1% | -92.7% | -63.7% |
| 1Y | -63.9% | +20.3% | -84.2% | -65.9% |
| 3Y | -6.4% | +42.7% | -49.1% | -17.2% |
| 5Y | -16.3% | -22.2% | +5.8% | -12.6% |
| All | -16.3% | -22.1% | +5.7% | -12.6% |
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