+41.3%
ALNY vs DOCS
-73.4%
+114.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.0% |
| 7D | +12.2% | -1.4% | +13.7% | +12.4% |
| 30D | +16.3% | +21.8% | -5.5% | +12.6% |
| 3M | -12.4% | +27.3% | -39.7% | -15.6% |
| 6M | -18.7% | -0.3% | -18.4% | -19.9% |
| YTD | -33.1% | -40.5% | +7.4% | -29.5% |
| 1Y | -41.3% | -61.5% | +20.2% | -34.7% |
| 3Y | +32.3% | +8.2% | +24.1% | +20.4% |
| All | +41.3% | -73.4% | +114.8% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling