+3,585.7%
ALNY vs EXEL
+532.0%
+3,053.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.2% |
| 7D | -3.5% | -0.3% | -3.2% | -3.4% |
| 30D | +18.9% | +10.1% | +8.8% | +15.4% |
| 3M | -13.3% | +10.1% | -23.4% | -16.1% |
| 6M | -20.3% | +37.7% | -57.9% | -28.3% |
| YTD | -35.1% | +33.1% | -68.2% | -41.1% |
| 1Y | -46.5% | +52.4% | -98.9% | -53.8% |
| 3Y | +28.1% | +163.8% | -135.7% | -10.9% |
| 5Y | +36.1% | +198.5% | -162.4% | -10.7% |
| 10Y | +269.7% | +386.9% | -117.2% | +92.2% |
| All | +3,585.7% | +532.0% | +3,053.8% | +956.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling