+236.1%
ALNY vs JD
+20.6%
+215.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -6.5% | -4.2% | -2.3% | -5.8% |
| 30D | +11.0% | -14.4% | +25.4% | +14.2% |
| 3M | -14.1% | -3.6% | -10.5% | -13.8% |
| 6M | -22.4% | -0.3% | -22.1% | -22.8% |
| YTD | -37.5% | -2.4% | -35.1% | -37.7% |
| 1Y | -46.9% | -18.5% | -28.4% | -45.4% |
| 3Y | +22.1% | -7.0% | +29.1% | +16.8% |
| 5Y | +31.2% | -61.7% | +92.9% | +42.9% |
| All | +236.1% | +20.6% | +215.5% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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