+7.1%
CRM vs ALNY
-40.8%
+47.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | +1.3% | +12.2% | -11.0% | +0.4% |
| 30D | +34.3% | +16.3% | +18.0% | +32.8% |
| 3M | +37.7% | -12.4% | +50.1% | +36.4% |
| 6M | +34.9% | -18.7% | +53.6% | +33.8% |
| YTD | -1.6% | -33.1% | +31.4% | -1.6% |
| 1Y | +7.1% | -41.3% | +48.5% | +5.3% |
| All | +7.1% | -40.8% | +47.9% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling