-9.8%
ALNY vs DOCS
-20.2%
+10.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -32.7% | +7.8% | -40.5% | -33.2% |
| 3M | -28.6% | +20.0% | -48.5% | -30.1% |
| 6M | -46.9% | +26.5% | -73.4% | -48.9% |
| YTD | -60.6% | -25.8% | -34.8% | -59.9% |
| 1Y | -64.6% | -39.5% | -25.2% | -63.2% |
| 3Y | -4.8% | +60.3% | -65.1% | -15.3% |
| 5Y | -14.8% | -57.0% | +42.2% | -19.0% |
| All | -9.8% | -20.2% | +10.3% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling