+26.6%
ALNY vs TPR
+279.7%
-253.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.4% |
| 7D | -3.5% | -7.3% | +3.8% | -2.6% |
| 30D | +18.9% | -30.7% | +49.6% | +24.2% |
| 3M | -13.3% | -21.6% | +8.3% | -11.2% |
| 6M | -20.3% | -21.3% | +1.1% | -18.5% |
| YTD | -35.1% | -10.2% | -24.9% | -34.9% |
| 1Y | -46.5% | +9.5% | -56.0% | -47.9% |
| All | +26.6% | +279.7% | -253.1% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 3y: compounded portfolio wealth divided by compounded TPR 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…
3y analysis · Full analysis span regression · 6 months rolling