-15.5%
ALNY vs SN
+671.3%
-686.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.8% | +2.5% | +5.0% |
| 7D | +5.8% | +1.5% | +4.3% | +5.7% |
| 30D | -26.5% | +21.5% | -48.0% | -28.3% |
| 3M | -27.3% | +20.0% | -47.4% | -29.1% |
| 6M | -43.4% | +119.9% | -163.3% | -49.2% |
| YTD | -58.5% | +102.3% | -160.8% | -62.5% |
| 1Y | -63.6% | +148.0% | -211.6% | -68.1% |
| 3Y | 0.0% | +450.0% | -450.0% | -20.4% |
| All | -15.5% | +671.3% | -686.8% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling