-20.3%
ALNY vs EXEL
+42.2%
-62.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.3% |
| 7D | -3.5% | -0.3% | -3.2% | -3.4% |
| 30D | +18.9% | +10.1% | +8.8% | +14.8% |
| 3M | -13.3% | +10.1% | -23.4% | -16.4% |
| 6M | -20.3% | +37.7% | -57.9% | -30.3% |
| All | -20.3% | +42.2% | -62.5% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling