+941.4%
AMGN vs ALNY
+3,976.7%
-3,035.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -13.7% | -6.5% | -7.1% | -12.9% |
| 30D | -8.8% | +11.0% | -19.8% | -10.1% |
| 3M | +7.2% | -14.1% | +21.3% | +8.4% |
| 6M | +1.3% | -22.4% | +23.7% | +3.7% |
| YTD | +17.6% | -37.5% | +55.1% | +23.9% |
| 1Y | +37.2% | -46.9% | +84.1% | +47.5% |
| 3Y | +57.7% | +22.1% | +35.7% | +48.4% |
| 5Y | +106.3% | +31.2% | +75.1% | +85.3% |
| 10Y | +205.3% | +256.3% | -51.0% | +116.5% |
| All | +941.4% | +3,976.7% | -3,035.3% | +427.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling