+30.6%
ALNY vs EXPE
+90.4%
-59.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.6% | -4.3% |
| 7D | -6.4% | -8.7% | +2.2% | -5.0% |
| 30D | +11.9% | -13.6% | +25.5% | +14.7% |
| 3M | -15.0% | +26.6% | -41.7% | -18.2% |
| 6M | -23.2% | +19.9% | -43.2% | -25.7% |
| YTD | -37.8% | -1.7% | -36.0% | -38.1% |
| 1Y | -47.3% | +29.4% | -76.7% | -50.6% |
| 3Y | +22.9% | +155.7% | -132.8% | -2.5% |
| 5Y | +30.6% | +93.1% | -62.5% | +8.9% |
| All | +30.6% | +90.4% | -59.8% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 5y: compounded portfolio wealth divided by compounded EXPE 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…
5y analysis · Full analysis span regression · 6 months rolling