-22.5%
DIS vs ALNY
-2.8%
-19.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.7% | 0.0% |
| 7D | +1.9% | +5.8% | -3.9% | +1.2% |
| 30D | +9.2% | -26.5% | +35.6% | +12.6% |
| 3M | +13.5% | -27.3% | +40.9% | +17.1% |
| 6M | +14.3% | -43.4% | +57.7% | +20.7% |
| YTD | +5.4% | -58.5% | +63.9% | +15.6% |
| 1Y | +12.2% | -63.6% | +75.8% | +25.0% |
| 3Y | +37.2% | 0.0% | +37.2% | +29.1% |
| All | -22.5% | -2.8% | -19.8% | -29.8% |
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 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