+33.9%
ALNY vs EXE
+97.7%
-63.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.9% |
| 7D | -6.5% | -3.1% | -3.4% | -6.0% |
| 30D | +11.0% | -0.9% | +12.0% | +11.2% |
| 3M | -14.1% | +9.6% | -23.6% | -15.8% |
| 6M | -22.4% | -11.6% | -10.8% | -20.7% |
| YTD | -37.5% | -12.6% | -24.9% | -36.1% |
| 1Y | -46.9% | +1.2% | -48.1% | -47.6% |
| 3Y | +22.1% | +18.0% | +4.0% | +16.5% |
| All | +33.9% | +97.7% | -63.9% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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