+1,559.3%
ASML vs ALNY
+228.5%
+1,330.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.1% |
| 7D | +10.4% | 0.0% | +10.4% | +10.3% |
| 30D | -12.7% | -30.0% | +17.3% | -8.8% |
| 3M | -17.2% | -30.1% | +12.9% | -13.7% |
| 6M | -1.3% | -46.4% | +45.0% | +5.5% |
| YTD | +40.8% | -60.6% | +101.4% | +57.8% |
| 1Y | +45.2% | -65.4% | +110.6% | +66.1% |
| 3Y | +131.8% | -3.2% | +135.0% | +115.3% |
| 5Y | +84.0% | -8.3% | +92.3% | +67.4% |
| All | +1,559.3% | +228.5% | +1,330.8% | +1,242.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling