+236.1%
ALNY vs RGEN
+415.7%
-179.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -6.5% | -1.4% | -5.1% | -6.1% |
| 30D | +11.0% | -0.3% | +11.4% | +11.0% |
| 3M | -14.1% | +23.9% | -38.0% | -20.3% |
| 6M | -22.4% | +38.5% | -60.9% | -31.1% |
| YTD | -37.5% | +0.8% | -38.3% | -38.9% |
| 1Y | -46.9% | +38.2% | -85.1% | -53.5% |
| 3Y | +22.1% | +1.3% | +20.8% | +8.8% |
| 5Y | +31.2% | -44.0% | +75.2% | +35.1% |
| All | +236.1% | +415.7% | -179.6% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling