+30.6%
ALNY vs PH
+243.6%
-213.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.5% |
| 7D | -6.4% | -3.1% | -3.3% | -5.4% |
| 30D | +11.9% | -11.8% | +23.7% | +16.5% |
| 3M | -15.0% | +6.9% | -21.9% | -17.7% |
| 6M | -23.2% | -1.3% | -22.0% | -23.7% |
| YTD | -37.8% | +7.0% | -44.7% | -40.0% |
| 1Y | -47.3% | +23.1% | -70.4% | -51.8% |
| 3Y | +22.9% | +135.4% | -112.5% | -15.4% |
| 5Y | +30.6% | +250.3% | -219.8% | -27.8% |
| All | +30.6% | +243.6% | -213.0% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 5y: compounded portfolio wealth divided by compounded PH 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…
5y analysis · Full analysis span regression · 6 months rolling