+494.4%
BMY vs ALNY
+3,957.5%
-3,463.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.0% | -0.6% |
| 7D | -6.4% | -6.4% | 0.0% | -5.8% |
| 30D | +0.2% | +11.9% | -11.7% | -0.9% |
| 3M | +16.0% | -15.0% | +31.0% | +16.9% |
| 6M | +8.3% | -23.2% | +31.5% | +10.2% |
| YTD | +22.2% | -37.8% | +59.9% | +26.6% |
| 1Y | +41.7% | -47.3% | +89.0% | +48.9% |
| 3Y | +20.7% | +22.9% | -2.2% | +14.7% |
| 5Y | +23.9% | +30.6% | -6.6% | +14.0% |
| 10Y | +62.9% | +254.6% | -191.7% | +25.7% |
| All | +494.4% | +3,957.5% | -3,463.2% | +250.5% |
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