+15,671.9%
BKNG vs ALNY
+3,957.5%
+11,714.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.1% |
| 7D | -10.7% | -6.4% | -4.2% | -9.8% |
| 30D | -18.1% | +11.9% | -30.0% | -19.4% |
| 3M | +8.5% | -15.0% | +23.5% | +10.1% |
| 6M | -0.1% | -23.2% | +23.2% | +2.7% |
| YTD | -18.2% | -37.8% | +19.5% | -13.6% |
| 1Y | -19.9% | -47.3% | +27.4% | -13.6% |
| 3Y | +41.6% | +22.9% | +18.7% | +31.8% |
| 5Y | +93.1% | +30.6% | +62.5% | +72.0% |
| 10Y | +214.8% | +254.6% | -39.9% | +116.9% |
| All | +15,671.9% | +3,957.5% | +11,714.4% | +6,706.0% |
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 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