+126.7%
ALNY vs PR
+152.6%
-25.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -5.5% | -16.4% | +10.9% | -4.6% |
| 30D | -30.5% | -1.9% | -28.6% | -30.5% |
| 3M | -27.8% | +8.0% | -35.8% | -28.3% |
| 6M | -48.5% | +4.1% | -52.6% | -48.8% |
| YTD | -60.8% | +58.7% | -119.5% | -62.0% |
| 1Y | -64.6% | +75.8% | -140.4% | -65.9% |
| 3Y | -6.7% | +73.2% | -79.9% | -10.7% |
| 5Y | -16.7% | +230.1% | -246.9% | -23.9% |
| 10Y | +362.0% | +67.4% | +294.7% | +451.9% |
| All | +126.7% | +152.6% | -25.9% | +198.2% |
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