+6.8%
BABA vs ALNY
+109.5%
-102.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.3% | -0.7% |
| 7D | -13.8% | +5.8% | -19.6% | -14.5% |
| 30D | -15.1% | -26.5% | +11.4% | -12.0% |
| 3M | -22.7% | -27.3% | +4.6% | -20.0% |
| 6M | -34.7% | -43.4% | +8.7% | -30.7% |
| YTD | -35.0% | -58.5% | +23.5% | -28.2% |
| 1Y | -40.4% | -63.6% | +23.2% | -32.9% |
| 3Y | +21.9% | 0.0% | +21.9% | +14.7% |
| 5Y | -39.9% | -3.4% | -36.5% | -44.6% |
| 10Y | +7.9% | +254.6% | -246.8% | -19.1% |
| All | +6.8% | +109.5% | -102.7% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling