+65.7%
AMGN vs ALNY
-62.5%
+128.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | +5.9% | -30.7% | +36.6% | +11.3% |
| 30D | +18.7% | -26.7% | +45.5% | +23.2% |
| 3M | +23.4% | -26.4% | +49.8% | +28.3% |
| 6M | +49.7% | -45.9% | +95.7% | +63.5% |
| YTD | +49.2% | -59.5% | +108.7% | +82.0% |
| 1Y | +65.7% | -62.0% | +127.7% | +110.1% |
| All | +65.7% | -62.5% | +128.3% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling