+57.2%
ALNY vs EXE
+187.5%
-130.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -3.5% | -2.7% | -0.8% | -3.0% |
| 30D | +18.9% | -0.4% | +19.3% | +18.9% |
| 3M | -13.3% | +9.5% | -22.8% | -15.0% |
| 6M | -20.3% | -9.3% | -10.9% | -19.0% |
| YTD | -35.1% | -10.9% | -24.2% | -34.0% |
| 1Y | -46.5% | +4.3% | -50.8% | -47.4% |
| 3Y | +28.1% | +18.8% | +9.3% | +22.4% |
| 5Y | +36.1% | +101.4% | -65.3% | +21.5% |
| All | +57.2% | +187.5% | -130.4% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling