+229.8%
ALNY vs FE
+126.1%
+103.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.1% |
| 7D | +5.8% | +1.2% | +4.6% | +5.5% |
| 30D | -26.5% | +4.5% | -31.0% | -27.3% |
| 3M | -27.3% | +1.3% | -28.7% | -27.7% |
| 6M | -43.4% | +8.7% | -52.0% | -44.5% |
| YTD | -58.5% | +9.2% | -67.7% | -59.5% |
| 1Y | -63.6% | +7.0% | -70.6% | -64.3% |
| 3Y | 0.0% | +51.4% | -51.4% | -9.9% |
| 5Y | -3.4% | +47.7% | -51.1% | -12.9% |
| All | +229.8% | +126.1% | +103.7% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling