-30.5%
BABA vs ALNY
+38.0%
-68.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | -2.2% | -3.5% | +1.4% | -1.6% |
| 30D | -17.3% | +18.9% | -36.2% | -19.6% |
| 3M | -7.8% | -13.3% | +5.6% | -6.9% |
| 6M | -16.8% | -20.3% | +3.5% | -15.0% |
| YTD | -24.7% | -35.1% | +10.4% | -20.7% |
| 1Y | -24.9% | -46.5% | +21.5% | -18.4% |
| 3Y | +29.1% | +28.1% | +1.0% | +15.4% |
| 5Y | -30.5% | +36.1% | -66.6% | -42.8% |
| All | -30.5% | +38.0% | -68.5% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling