+75.5%
ASML vs ALNY
-17.3%
+92.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.1% |
| 7D | -9.0% | -5.5% | -3.5% | -8.4% |
| 30D | -21.0% | -30.5% | +9.6% | -17.9% |
| 3M | -16.3% | -27.8% | +11.5% | -13.7% |
| 6M | -7.5% | -48.5% | +41.0% | -1.5% |
| YTD | +34.0% | -60.8% | +94.8% | +48.6% |
| 1Y | +39.3% | -64.6% | +103.9% | +57.0% |
| 3Y | +128.9% | -6.7% | +135.6% | +110.7% |
| All | +75.5% | -17.3% | +92.7% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling