+216.5%
AZN vs ALNY
+260.0%
-43.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | -1.6% | -6.5% | +5.0% | -1.0% |
| 30D | +1.1% | +11.0% | -10.0% | +0.1% |
| 3M | -12.1% | -14.1% | +1.9% | -11.5% |
| 6M | -17.1% | -22.4% | +5.2% | -15.9% |
| YTD | -12.0% | -37.5% | +25.5% | -9.1% |
| 1Y | -0.2% | -46.9% | +46.7% | +4.3% |
| 3Y | +26.8% | +22.1% | +4.7% | +22.0% |
| 5Y | +56.9% | +31.2% | +25.7% | +47.0% |
| All | +216.5% | +260.0% | -43.5% | +157.6% |
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