-17.0%
ALNY vs FICO
+81.4%
-98.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -5.5% | -0.9% | -4.6% | -5.3% |
| 30D | -30.5% | +3.3% | -33.9% | -31.6% |
| 3M | -27.8% | -31.7% | +3.9% | -23.1% |
| 6M | -48.5% | -34.0% | -14.6% | -43.7% |
| YTD | -60.8% | -58.3% | -2.5% | -52.8% |
| 1Y | -64.6% | -57.9% | -6.7% | -57.5% |
| 3Y | -6.7% | -24.1% | +17.4% | -11.3% |
| All | -17.0% | +81.4% | -98.5% | -44.2% |
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