+3,585.7%
ALNY vs RGEN
+6,664.3%
-3,078.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -3.5% | -4.6% | +1.0% | -2.3% |
| 30D | +18.9% | +1.2% | +17.8% | +18.4% |
| 3M | -13.3% | +26.8% | -40.2% | -19.3% |
| 6M | -20.3% | +29.1% | -49.3% | -26.6% |
| YTD | -35.1% | +0.7% | -35.8% | -36.3% |
| 1Y | -46.5% | +39.1% | -85.5% | -52.2% |
| 3Y | +28.1% | +2.2% | +25.8% | +16.5% |
| 5Y | +36.1% | -44.0% | +80.1% | +37.4% |
| 10Y | +269.7% | +412.7% | -143.1% | +99.0% |
| All | +3,585.7% | +6,664.3% | -3,078.6% | +1,028.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling