+236.1%
ALNY vs TEVA
-22.9%
+259.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | +0.1% |
| 7D | -6.5% | +2.0% | -8.6% | -6.9% |
| 30D | +11.0% | +1.0% | +10.1% | +10.9% |
| 3M | -14.1% | +7.3% | -21.4% | -15.6% |
| 6M | -22.4% | +21.7% | -44.1% | -25.8% |
| YTD | -37.5% | +18.8% | -56.3% | -40.0% |
| 1Y | -46.9% | +86.5% | -133.4% | -53.8% |
| 3Y | +22.1% | +269.4% | -247.4% | -11.0% |
| 5Y | +31.2% | +303.6% | -272.4% | -9.3% |
| All | +236.1% | -22.9% | +259.0% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 10y: compounded portfolio wealth divided by compounded TEVA 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…
10y analysis · Full analysis span regression · 6 months rolling