+133.6%
ALNY vs OTIS
+87.9%
+45.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.0% | -3.4% |
| 7D | -6.4% | -5.0% | -1.4% | -4.8% |
| 30D | +11.9% | -6.5% | +18.4% | +14.4% |
| 3M | -15.0% | -2.0% | -13.1% | -14.2% |
| 6M | -23.2% | -20.2% | -3.0% | -17.6% |
| YTD | -37.8% | -21.0% | -16.8% | -33.1% |
| 1Y | -47.3% | -20.9% | -26.4% | -43.4% |
| 3Y | +22.9% | -13.3% | +36.2% | +27.1% |
| 5Y | +30.6% | -18.5% | +49.1% | +33.8% |
| All | +133.6% | +87.9% | +45.6% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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