+143.3%
DELL vs ALNY
-62.5%
+205.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.7% | -9.6% | -8.9% |
| 7D | -24.6% | -30.7% | +6.1% | -24.1% |
| 30D | -32.5% | -26.7% | -5.7% | -32.0% |
| 3M | -20.2% | -26.4% | +6.2% | -18.7% |
| 6M | +76.5% | -45.9% | +122.4% | +76.2% |
| YTD | +198.9% | -59.5% | +258.4% | +201.6% |
| 1Y | +143.3% | -62.0% | +205.3% | +140.5% |
| All | +143.3% | -62.5% | +205.9% | +140.5% |
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 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