+2,770.9%
AVGO vs ALNY
+260.0%
+2,511.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +1.1% | -6.5% | +7.7% | +1.9% |
| 30D | -13.0% | +11.0% | -24.0% | -14.2% |
| 3M | -6.0% | -14.1% | +8.1% | -5.4% |
| 6M | +6.4% | -22.4% | +28.8% | +8.1% |
| YTD | +5.0% | -37.5% | +42.4% | +9.5% |
| 1Y | +1.4% | -46.9% | +48.3% | +7.9% |
| 3Y | +336.8% | +22.1% | +314.7% | +308.6% |
| 5Y | +698.2% | +31.2% | +667.0% | +617.7% |
| All | +2,770.9% | +260.0% | +2,511.0% | +2,236.5% |
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