+337.3%
ALNY vs ESI
+226.4%
+110.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.4% |
| 7D | +5.7% | +5.4% | +0.3% | +4.1% |
| 30D | +18.7% | -4.2% | +22.9% | +19.8% |
| 3M | -11.0% | -9.6% | -1.4% | -9.8% |
| 6M | -18.9% | +18.3% | -37.2% | -25.1% |
| YTD | -34.6% | +45.8% | -80.4% | -43.6% |
| 1Y | -42.8% | +39.2% | -82.0% | -50.3% |
| 3Y | +29.1% | +86.3% | -57.1% | -0.7% |
| 5Y | +39.6% | +76.2% | -36.6% | +6.7% |
| 10Y | +253.8% | +306.8% | -53.0% | +89.9% |
| All | +337.3% | +226.4% | +110.9% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling