+28.2%
BABA vs ALNY
+237.8%
-209.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -4.8% | +12.2% | -17.0% | -6.4% |
| 30D | -11.9% | +16.3% | -28.2% | -13.9% |
| 3M | -9.3% | -12.4% | +3.1% | -8.6% |
| 6M | -14.2% | -18.7% | +4.4% | -12.9% |
| YTD | -22.0% | -33.1% | +11.0% | -18.8% |
| 1Y | -12.7% | -41.3% | +28.6% | -7.4% |
| 3Y | +26.7% | +32.3% | -5.6% | +15.6% |
| 5Y | -29.3% | +34.8% | -64.1% | -37.7% |
| 10Y | +21.2% | +284.7% | -263.5% | -12.4% |
| All | +28.2% | +237.8% | -209.6% | -7.7% |
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