+36.2%
ALNY vs SN
+490.7%
-454.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.7% |
| 7D | +12.2% | -9.3% | +21.6% | +13.5% |
| 30D | +16.3% | -4.8% | +21.1% | +16.9% |
| 3M | -12.4% | +40.4% | -52.8% | -16.6% |
| 6M | -18.7% | +50.9% | -69.6% | -23.6% |
| YTD | -33.1% | +54.9% | -88.0% | -37.5% |
| 1Y | -41.3% | +43.0% | -84.4% | -44.8% |
| 3Y | +32.3% | +391.8% | -359.5% | +8.7% |
| All | +36.2% | +490.7% | -454.5% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling