+21.5%
ALNY vs ESI
+73.2%
-51.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -3.5% |
| 7D | -6.4% | -2.3% | -4.1% | -6.2% |
| 30D | +11.9% | -9.0% | +20.9% | +13.0% |
| 3M | -15.0% | -13.3% | -1.8% | -14.1% |
| 6M | -23.2% | +5.3% | -28.5% | -25.7% |
| YTD | -37.8% | +37.6% | -75.4% | -42.8% |
| 1Y | -47.3% | +33.6% | -80.9% | -51.4% |
| All | +21.5% | +73.2% | -51.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling