-7.7%
DIS vs ALNY
-47.6%
+39.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +1.2% | -6.5% | +7.7% | +2.0% |
| 30D | +3.2% | +11.0% | -7.8% | +1.8% |
| 3M | +7.0% | -14.1% | +21.1% | +7.8% |
| 6M | +6.4% | -22.4% | +28.8% | +8.3% |
| YTD | -5.6% | -37.5% | +31.8% | -4.0% |
| 1Y | -7.7% | -46.9% | +39.3% | -8.1% |
| All | -7.7% | -47.6% | +39.9% | -8.1% |
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 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