+250.1%
ALNY vs P
+485.4%
-235.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | +12.2% | +6.5% | +5.7% | +11.0% |
| 30D | +16.3% | +18.8% | -2.5% | +12.4% |
| 3M | -12.4% | +26.7% | -39.1% | -17.2% |
| 6M | -18.7% | +62.2% | -80.9% | -27.7% |
| YTD | -33.1% | +48.5% | -81.6% | -40.0% |
| 1Y | -41.3% | +26.4% | -67.7% | -46.7% |
| 3Y | +32.3% | +159.4% | -127.1% | -5.1% |
| 5Y | +34.8% | +275.8% | -241.0% | -14.7% |
| 10Y | +284.7% | +732.0% | -447.3% | +88.6% |
| All | +250.1% | +485.4% | -235.3% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling