+30.6%
ALNY vs STZ
-37.5%
+68.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -5.9% | -4.5% |
| 7D | -6.4% | -4.1% | -2.3% | -5.6% |
| 30D | +11.9% | -7.6% | +19.5% | +13.7% |
| 3M | -15.0% | -12.3% | -2.7% | -12.8% |
| 6M | -23.2% | -16.3% | -6.9% | -20.6% |
| YTD | -37.8% | -8.4% | -29.4% | -37.4% |
| 1Y | -47.3% | -10.8% | -36.4% | -46.7% |
| 3Y | +22.9% | -49.0% | +71.9% | +44.1% |
| 5Y | +30.6% | -36.5% | +67.0% | +39.9% |
| All | +30.6% | -37.5% | +68.1% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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