+33.9%
ALNY vs EOG
+169.9%
-136.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -6.5% | +1.5% | -8.0% | -6.6% |
| 30D | +11.0% | +2.9% | +8.1% | +10.8% |
| 3M | -14.1% | +8.7% | -22.8% | -14.7% |
| 6M | -22.4% | +12.9% | -35.3% | -23.4% |
| YTD | -37.5% | +43.8% | -81.3% | -39.7% |
| 1Y | -46.9% | +27.1% | -74.0% | -48.2% |
| 3Y | +22.1% | +25.9% | -3.8% | +18.2% |
| All | +33.9% | +169.9% | -136.0% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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