+179.5%
ALNY vs FCUV
-95.7%
+275.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.5% |
| 7D | -6.5% | -66.5% | +59.9% | -6.5% |
| 30D | +11.0% | +5.0% | +6.1% | +11.0% |
| 3M | -14.1% | +63.8% | -77.9% | -14.3% |
| 6M | -22.4% | -67.8% | +45.4% | -22.5% |
| YTD | -37.5% | -82.4% | +44.9% | -37.5% |
| 1Y | -46.9% | -94.7% | +47.8% | -47.0% |
| 3Y | +22.1% | -99.3% | +121.3% | +22.0% |
| 5Y | +31.2% | -99.9% | +131.0% | +31.2% |
| 10Y | +256.3% | -98.6% | +354.9% | +254.1% |
| All | +179.5% | -95.7% | +275.2% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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