+236.1%
ALNY vs FFIV
+249.4%
-13.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.7% |
| 7D | -6.5% | +5.4% | -12.0% | -8.3% |
| 30D | +11.0% | -2.7% | +13.7% | +11.8% |
| 3M | -14.1% | +4.5% | -18.6% | -16.2% |
| 6M | -22.4% | +42.2% | -64.6% | -33.3% |
| YTD | -37.5% | +61.3% | -98.8% | -49.3% |
| 1Y | -46.9% | +23.0% | -70.0% | -52.5% |
| 3Y | +22.1% | +156.3% | -134.2% | -21.8% |
| 5Y | +31.2% | +102.9% | -71.7% | -9.4% |
| All | +236.1% | +249.4% | -13.3% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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