+41.3%
ALNY vs DOC
-24.5%
+65.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.1% |
| 7D | +12.2% | -1.5% | +13.7% | +12.7% |
| 30D | +16.3% | -4.8% | +21.1% | +17.8% |
| 3M | -12.4% | +6.9% | -19.2% | -13.5% |
| 6M | -18.7% | +20.7% | -39.4% | -22.5% |
| YTD | -33.1% | +34.1% | -67.2% | -38.1% |
| 1Y | -41.3% | +22.6% | -64.0% | -44.5% |
| 3Y | +32.3% | +20.8% | +11.5% | +24.2% |
| All | +41.3% | -24.5% | +65.9% | +30.6% |
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