+236.1%
ALNY vs EXEL
+375.2%
-139.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.4% |
| 7D | -6.5% | -4.9% | -1.7% | -4.7% |
| 30D | +11.0% | +11.4% | -0.4% | +6.6% |
| 3M | -14.1% | +4.9% | -19.0% | -15.8% |
| 6M | -22.4% | +34.4% | -56.8% | -31.3% |
| YTD | -37.5% | +28.0% | -65.5% | -43.7% |
| 1Y | -46.9% | +43.6% | -90.6% | -54.7% |
| 3Y | +22.1% | +155.2% | -133.1% | -22.4% |
| 5Y | +31.2% | +181.2% | -150.0% | -22.5% |
| All | +236.1% | +375.2% | -139.1% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling