-2.8%
BSX vs ALNY
+30.5%
-33.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -10.1% | -6.5% | -3.5% | -9.4% |
| 30D | -16.4% | +11.0% | -27.5% | -17.3% |
| 3M | -8.9% | -14.1% | +5.2% | -8.1% |
| 6M | -38.3% | -22.4% | -15.9% | -37.2% |
| YTD | -54.9% | -37.5% | -17.5% | -53.2% |
| 1Y | -58.8% | -46.9% | -11.9% | -56.6% |
| 3Y | -21.2% | +22.1% | -43.3% | -24.0% |
| All | -2.8% | +30.5% | -33.3% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling