+269.7%
ALNY vs FICO
+647.8%
-378.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.2% | -2.5% |
| 7D | -3.5% | -10.6% | +7.1% | -0.9% |
| 30D | +18.9% | -6.3% | +25.2% | +20.2% |
| 3M | -13.3% | -19.7% | +6.4% | -6.8% |
| 6M | -20.3% | -31.8% | +11.5% | -11.6% |
| YTD | -35.1% | -41.8% | +6.7% | -24.8% |
| 1Y | -46.5% | -36.4% | -10.1% | -40.5% |
| 3Y | +28.1% | +9.3% | +18.8% | +11.4% |
| 5Y | +36.1% | +113.0% | -76.9% | -11.3% |
| 10Y | +269.7% | +665.4% | -395.8% | -2.4% |
| All | +269.7% | +647.8% | -378.1% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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