+36.1%
ALNY vs RACE
+87.3%
-51.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -3.5% | -2.6% | -0.9% | -2.8% |
| 30D | +18.9% | -1.1% | +20.0% | +19.2% |
| 3M | -13.3% | +12.5% | -25.9% | -16.7% |
| 6M | -20.3% | +17.4% | -37.7% | -24.5% |
| YTD | -35.1% | +10.1% | -45.2% | -37.7% |
| 1Y | -46.5% | -15.1% | -31.3% | -44.7% |
| 3Y | +28.1% | +38.9% | -10.8% | +2.1% |
| 5Y | +36.1% | +90.7% | -54.6% | -12.5% |
| All | +36.1% | +87.3% | -51.2% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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