+33.9%
ALNY vs SNY
+9.4%
+24.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -6.5% | -3.3% | -3.2% | -5.6% |
| 30D | +11.0% | -2.2% | +13.2% | +11.9% |
| 3M | -14.1% | -3.0% | -11.0% | -12.8% |
| 6M | -22.4% | +2.7% | -25.1% | -22.3% |
| YTD | -37.5% | -6.8% | -30.6% | -35.9% |
| 1Y | -46.9% | -5.3% | -41.7% | -45.9% |
| 3Y | +22.1% | -9.8% | +31.9% | +23.4% |
| All | +33.9% | +9.4% | +24.4% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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