+33.9%
ALNY vs VTR
+87.5%
-53.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -6.5% | -0.3% | -6.2% | -6.5% |
| 30D | +11.0% | +1.1% | +9.9% | +10.7% |
| 3M | -14.1% | +7.9% | -22.0% | -15.1% |
| 6M | -22.4% | +6.2% | -28.6% | -23.1% |
| YTD | -37.5% | +17.7% | -55.2% | -39.7% |
| 1Y | -46.9% | +32.9% | -79.8% | -50.6% |
| 3Y | +22.1% | +129.7% | -107.6% | -0.7% |
| All | +33.9% | +87.5% | -53.7% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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