+236.1%
ALNY vs IBB
+125.5%
+110.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.3% |
| 7D | -6.5% | -4.2% | -2.3% | -1.6% |
| 30D | +11.0% | +1.1% | +9.9% | +9.6% |
| 3M | -14.1% | +19.0% | -33.1% | -30.7% |
| 6M | -22.4% | +18.9% | -41.3% | -37.5% |
| YTD | -37.5% | +20.3% | -57.8% | -50.3% |
| 1Y | -46.9% | +41.5% | -88.4% | -65.5% |
| 3Y | +22.1% | +60.3% | -38.2% | -32.4% |
| 5Y | +31.2% | +18.7% | +12.5% | +6.2% |
| All | +236.1% | +125.5% | +110.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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