-23.9%
BABA vs ALNY
-48.3%
+24.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.7% |
| 7D | -2.9% | -6.4% | +3.5% | -2.8% |
| 30D | -15.1% | +11.9% | -27.0% | -15.3% |
| 3M | -5.0% | -15.0% | +10.0% | -5.1% |
| 6M | -19.9% | -23.2% | +3.3% | -19.6% |
| YTD | -25.3% | -37.8% | +12.5% | -26.0% |
| 1Y | -23.9% | -47.3% | +23.4% | -17.2% |
| All | -23.9% | -48.3% | +24.4% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling