+22.1%
ALNY vs GEHC
-1.6%
+23.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -6.5% | -7.2% | +0.6% | -4.4% |
| 30D | +11.0% | -11.6% | +22.6% | +15.4% |
| 3M | -14.1% | -0.8% | -13.2% | -13.5% |
| 6M | -22.4% | -11.9% | -10.5% | -19.6% |
| YTD | -37.5% | -21.9% | -15.5% | -33.1% |
| 1Y | -46.9% | -17.8% | -29.1% | -44.1% |
| 3Y | +22.1% | -3.5% | +25.6% | +21.6% |
| All | +22.1% | -1.6% | +23.7% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 3y: compounded portfolio wealth divided by compounded GEHC 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…
3y analysis · Full analysis span regression · 6 months rolling