+53.2%
ALNY vs DOCS
-36.0%
+89.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.9% |
| 7D | +12.2% | -1.4% | +13.7% | +12.4% |
| 30D | +16.3% | +21.8% | -5.5% | +13.2% |
| 3M | -12.4% | +27.3% | -39.7% | -15.2% |
| 6M | -18.7% | -0.3% | -18.4% | -19.7% |
| YTD | -33.1% | -40.5% | +7.4% | -30.1% |
| 1Y | -41.3% | -61.5% | +20.2% | -35.8% |
| 3Y | +32.3% | +8.2% | +24.1% | +23.4% |
| 5Y | +34.8% | -73.4% | +108.2% | +31.9% |
| All | +53.2% | -36.0% | +89.2% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling