-13.6%
BKNG vs ALNY
-62.5%
+48.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.7% | +9.1% | +9.7% |
| 7D | +15.6% | -30.7% | +46.3% | +20.6% |
| 30D | +8.0% | -26.7% | +34.7% | +11.5% |
| 3M | -11.8% | -26.4% | +14.7% | -8.9% |
| 6M | +3.8% | -45.9% | +49.7% | +11.0% |
| YTD | -19.6% | -59.5% | +39.9% | -12.5% |
| 1Y | -13.6% | -62.0% | +48.4% | -6.1% |
| All | -13.6% | -62.5% | +48.9% | -6.1% |
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