+14.4%
BABA vs ALNY
+258.3%
-243.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.2% |
| 7D | -2.9% | -6.4% | +3.5% | -2.0% |
| 30D | -15.1% | +11.9% | -27.0% | -16.5% |
| 3M | -5.0% | -15.0% | +10.0% | -4.0% |
| 6M | -19.9% | -23.2% | +3.3% | -18.1% |
| YTD | -25.3% | -37.8% | +12.5% | -21.5% |
| 1Y | -23.9% | -47.3% | +23.4% | -18.2% |
| 3Y | +28.1% | +22.9% | +5.2% | +18.3% |
| 5Y | -31.4% | +30.6% | -62.0% | -39.1% |
| All | +14.4% | +258.3% | -243.9% | -9.2% |
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 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