+1,067.5%
ALNY vs VRSK
+586.4%
+481.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -6.5% | -5.2% | -1.4% | -4.3% |
| 30D | +11.0% | -2.3% | +13.4% | +11.9% |
| 3M | -14.1% | -2.9% | -11.1% | -12.6% |
| 6M | -22.4% | -12.8% | -9.6% | -17.9% |
| YTD | -37.5% | -20.8% | -16.6% | -31.4% |
| 1Y | -46.9% | -33.2% | -13.7% | -37.1% |
| 3Y | +22.1% | -26.6% | +48.6% | +34.7% |
| 5Y | +31.2% | -11.3% | +42.5% | +29.0% |
| 10Y | +256.3% | +126.1% | +130.2% | +100.0% |
| All | +1,067.5% | +586.4% | +481.1% | +271.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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