+41.3%
ALNY vs FICO
+99.8%
-58.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -16.7% | +17.3% | +4.9% |
| 7D | +12.2% | -19.2% | +31.4% | +17.9% |
| 30D | +16.3% | -14.6% | +30.9% | +20.4% |
| 3M | -12.4% | -20.1% | +7.7% | -6.2% |
| 6M | -18.7% | -36.3% | +17.6% | -9.3% |
| YTD | -33.1% | -44.9% | +11.8% | -22.9% |
| 1Y | -41.3% | -38.6% | -2.7% | -34.9% |
| 3Y | +32.3% | +4.0% | +28.3% | +18.3% |
| All | +41.3% | +99.8% | -58.5% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling