+286.8%
ALNY vs PR
+169.5%
+117.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +12.2% | +2.9% | +9.3% | +12.1% |
| 30D | +16.3% | +18.0% | -1.7% | +15.2% |
| 3M | -12.4% | +16.9% | -29.2% | -13.3% |
| 6M | -18.7% | +28.2% | -46.9% | -20.1% |
| YTD | -33.1% | +69.3% | -102.4% | -35.3% |
| 1Y | -41.3% | +69.5% | -110.8% | -43.3% |
| 3Y | +32.3% | +81.7% | -49.4% | +26.3% |
| 5Y | +34.8% | +422.2% | -387.5% | +20.5% |
| 10Y | +284.7% | +110.4% | +174.4% | +386.6% |
| All | +286.8% | +169.5% | +117.4% | +407.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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