+19.7%
ALNY vs NXT
+171.8%
-152.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.7% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | +18.9% | -20.0% | +38.9% | +19.7% |
| 3M | -13.3% | -30.9% | +17.6% | -12.4% |
| 6M | -20.3% | -23.8% | +3.6% | -19.9% |
| YTD | -35.1% | -5.4% | -29.7% | -35.3% |
| 1Y | -46.5% | +28.0% | -74.5% | -47.2% |
| 3Y | +28.1% | +93.3% | -65.2% | +20.2% |
| All | +19.7% | +171.8% | -152.1% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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