+1,145.9%
DELL vs ALNY
+30.5%
+1,115.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.5% | +11.9% |
| 7D | +8.2% | -6.5% | +14.8% | +8.7% |
| 30D | +17.1% | +11.0% | +6.0% | +16.4% |
| 3M | +45.2% | -14.1% | +59.2% | +45.6% |
| 6M | +286.8% | -22.4% | +309.2% | +290.6% |
| YTD | +354.8% | -37.5% | +392.2% | +367.5% |
| 1Y | +358.3% | -46.9% | +405.2% | +376.7% |
| 3Y | +724.9% | +22.1% | +702.8% | +699.3% |
| All | +1,145.9% | +30.5% | +1,115.4% | +1,068.6% |
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