+27.3%
ALNY vs SN
+447.8%
-420.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -6.5% | -7.3% | +0.7% | -5.7% |
| 30D | +11.0% | -13.6% | +24.7% | +12.9% |
| 3M | -14.1% | +18.6% | -32.7% | -16.3% |
| 6M | -22.4% | +46.0% | -68.4% | -26.8% |
| YTD | -37.5% | +43.7% | -81.2% | -41.0% |
| 1Y | -46.9% | +39.2% | -86.1% | -49.9% |
| 3Y | +22.1% | +306.5% | -284.4% | +1.5% |
| All | +27.3% | +447.8% | -420.6% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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