+30.2%
DIS vs ALNY
+28.0%
+2.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -3.5% | -3.5% | 0.0% | -3.2% |
| 30D | +1.0% | +18.9% | -17.9% | -0.5% |
| 3M | +5.7% | -13.3% | +19.0% | +6.3% |
| 6M | +3.3% | -20.3% | +23.5% | +4.4% |
| YTD | -7.7% | -35.1% | +27.4% | -5.7% |
| 1Y | -10.0% | -46.5% | +36.5% | -7.0% |
| All | +30.2% | +28.0% | +2.2% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling