+39.8%
BKNG vs ALNY
+22.8%
+17.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.0% |
| 7D | -10.7% | -6.4% | -4.2% | -10.0% |
| 30D | -18.1% | +11.9% | -30.0% | -19.1% |
| 3M | +8.5% | -15.0% | +23.5% | +9.6% |
| 6M | -0.1% | -23.2% | +23.2% | +1.8% |
| YTD | -18.2% | -37.8% | +19.5% | -15.4% |
| 1Y | -19.9% | -47.3% | +27.4% | -16.1% |
| All | +39.8% | +22.8% | +17.1% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling