+229.8%
ALNY vs P
+652.0%
-422.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.3% | +5.7% |
| 7D | +5.8% | +11.6% | -5.8% | +3.9% |
| 30D | -26.5% | -23.7% | -2.8% | -23.6% |
| 3M | -27.3% | -8.0% | -19.4% | -27.3% |
| 6M | -43.4% | +27.9% | -71.3% | -47.4% |
| YTD | -58.5% | +61.2% | -119.7% | -63.6% |
| 1Y | -63.6% | +28.6% | -92.3% | -67.1% |
| 3Y | 0.0% | +200.5% | -200.5% | -31.4% |
| 5Y | -3.4% | +282.9% | -286.4% | -39.9% |
| All | +229.8% | +652.0% | -422.2% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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