-1.7%
ASML vs ALNY
-45.7%
+43.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.4% | -3.7% | +2.2% |
| 7D | +2.5% | -0.8% | +3.3% | +2.4% |
| 30D | -12.2% | -29.6% | +17.4% | -15.4% |
| 3M | -14.6% | -27.7% | +13.1% | -16.7% |
| 6M | -1.7% | -43.9% | +42.1% | -7.2% |
| All | -1.7% | -45.7% | +43.9% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling