-4.8%
ALNY vs S
-71.1%
+66.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.4% |
| 7D | +5.8% | +2.0% | +3.9% | +5.4% |
| 30D | -26.5% | -2.7% | -23.8% | -26.3% |
| 3M | -27.3% | -6.9% | -20.5% | -27.2% |
| 6M | -43.4% | +38.1% | -81.4% | -47.3% |
| YTD | -58.5% | +48.0% | -106.5% | -62.2% |
| 1Y | -63.6% | +34.5% | -98.1% | -66.4% |
| 3Y | 0.0% | +38.3% | -38.3% | -12.9% |
| All | -4.8% | -71.1% | +66.3% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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