+379.9%
CSCO vs ALNY
+260.0%
+120.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.3% |
| 7D | +2.7% | -6.5% | +9.2% | +3.4% |
| 30D | -9.5% | +11.0% | -20.5% | -10.5% |
| 3M | -7.6% | -14.1% | +6.4% | -7.0% |
| 6M | +44.9% | -22.4% | +67.3% | +47.2% |
| YTD | +47.7% | -37.5% | +85.2% | +53.4% |
| 1Y | +69.1% | -46.9% | +116.0% | +78.4% |
| 3Y | +113.5% | +22.1% | +91.5% | +101.5% |
| 5Y | +122.8% | +31.2% | +91.6% | +103.0% |
| All | +379.9% | +260.0% | +120.0% | +285.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling