+46.1%
ASML vs ALNY
-62.5%
+108.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.6% |
| 7D | -10.0% | -30.7% | +20.7% | -10.7% |
| 30D | -19.4% | -26.7% | +7.3% | -19.9% |
| 3M | -12.5% | -26.4% | +14.0% | -12.9% |
| 6M | +8.2% | -45.9% | +54.2% | +7.9% |
| YTD | +40.7% | -59.5% | +100.2% | +50.9% |
| 1Y | +46.1% | -62.0% | +108.1% | +56.3% |
| All | +46.1% | -62.5% | +108.7% | +56.3% |
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