+30.6%
ALNY vs FFIV
+95.0%
-64.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.5% | -3.6% |
| 7D | -6.4% | +1.6% | -8.0% | -6.9% |
| 30D | +11.9% | -3.7% | +15.6% | +12.9% |
| 3M | -15.0% | +2.0% | -17.0% | -16.3% |
| 6M | -23.2% | +39.3% | -62.5% | -32.8% |
| YTD | -37.8% | +56.1% | -93.9% | -48.2% |
| 1Y | -47.3% | +22.0% | -69.2% | -52.0% |
| 3Y | +22.9% | +148.2% | -125.3% | -20.8% |
| 5Y | +30.6% | +96.3% | -65.8% | -10.0% |
| All | +30.6% | +95.0% | -64.4% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling