+22.1%
ALNY vs EXEL
+154.7%
-132.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.0% |
| 7D | -6.5% | -4.9% | -1.7% | -5.4% |
| 30D | +11.0% | +11.4% | -0.4% | +8.4% |
| 3M | -14.1% | +4.9% | -19.0% | -15.1% |
| 6M | -22.4% | +34.4% | -56.8% | -27.4% |
| YTD | -37.5% | +28.0% | -65.5% | -41.0% |
| 1Y | -46.9% | +43.6% | -90.6% | -51.1% |
| 3Y | +22.1% | +155.2% | -133.1% | +0.1% |
| All | +22.1% | +154.7% | -132.7% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling