-20.2%
BKNG vs ALNY
-47.8%
+27.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.2% |
| 7D | -10.7% | -6.4% | -4.2% | -9.7% |
| 30D | -18.1% | +11.9% | -30.0% | -19.5% |
| 3M | +8.5% | -15.0% | +23.5% | +9.7% |
| 6M | -0.1% | -23.2% | +23.2% | +1.8% |
| YTD | -18.2% | -37.8% | +19.5% | -16.6% |
| All | -20.2% | -47.8% | +27.6% | -19.7% |
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 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