-10.2%
ALNY vs DOCS
-21.0%
+10.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | -0.2% |
| 7D | -5.5% | -0.8% | -4.7% | -5.4% |
| 30D | -30.5% | +17.4% | -47.9% | -31.7% |
| 3M | -27.8% | +57.4% | -85.2% | -31.8% |
| 6M | -48.5% | +26.5% | -75.1% | -50.5% |
| YTD | -60.8% | -26.6% | -34.2% | -60.0% |
| 1Y | -64.6% | -48.1% | -16.5% | -62.5% |
| 3Y | -6.7% | +52.6% | -59.3% | -16.4% |
| 5Y | -16.7% | -52.1% | +35.4% | -20.8% |
| All | -10.2% | -21.0% | +10.8% | -10.7% |
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