-46.9%
ALNY vs EFV
+27.7%
-74.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -6.5% | -0.8% | -5.7% | -6.4% |
| 30D | +11.0% | +0.6% | +10.4% | +10.9% |
| 3M | -14.1% | +7.5% | -21.6% | -16.1% |
| 6M | -22.4% | +13.0% | -35.4% | -26.6% |
| YTD | -37.5% | +18.3% | -55.8% | -41.1% |
| 1Y | -46.9% | +26.7% | -73.7% | -51.9% |
| All | -46.9% | +27.7% | -74.6% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling