+26.6%
ALNY vs SN
+368.4%
-341.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.3% |
| 7D | -3.5% | -3.4% | -0.1% | -3.0% |
| 30D | +18.9% | -9.1% | +28.0% | +20.4% |
| 3M | -13.3% | +31.8% | -45.1% | -17.5% |
| 6M | -20.3% | +52.0% | -72.3% | -26.1% |
| YTD | -35.1% | +51.3% | -86.4% | -40.0% |
| 1Y | -46.5% | +46.9% | -93.3% | -50.4% |
| All | +26.6% | +368.4% | -341.8% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling