+25.2%
COP vs ALNY
+23.4%
+1.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | +2.3% | -6.5% | +8.9% | +2.4% |
| 30D | +8.6% | +11.0% | -2.4% | +8.3% |
| 3M | +19.9% | -14.1% | +33.9% | +20.2% |
| 6M | +19.0% | -22.4% | +41.4% | +19.8% |
| YTD | +50.0% | -37.5% | +87.4% | +52.4% |
| 1Y | +50.5% | -46.9% | +97.4% | +54.4% |
| 3Y | +25.2% | +22.1% | +3.1% | +15.1% |
| All | +25.2% | +23.4% | +1.8% | +15.1% |
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