+368.3%
ALNY vs JD
+45.3%
+323.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | +5.7% | -0.8% | +6.5% | +5.9% |
| 30D | +18.7% | -16.0% | +34.7% | +22.9% |
| 3M | -11.0% | -3.2% | -7.8% | -10.7% |
| 6M | -18.9% | +6.1% | -24.9% | -20.4% |
| YTD | -34.6% | -0.1% | -34.5% | -35.1% |
| 1Y | -42.8% | -12.7% | -30.1% | -41.8% |
| 3Y | +29.1% | -6.3% | +35.4% | +22.6% |
| 5Y | +39.6% | -61.3% | +101.0% | +52.1% |
| 10Y | +253.8% | +17.6% | +236.2% | +151.6% |
| All | +368.3% | +45.3% | +323.1% | +202.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling