-40.7%
DIS vs ALNY
+30.0%
-70.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.6% | +2.1% |
| 7D | -1.3% | -6.4% | +5.2% | -0.4% |
| 30D | +2.2% | +11.9% | -9.7% | +0.6% |
| 3M | +8.1% | -15.0% | +23.1% | +9.5% |
| 6M | +5.2% | -23.2% | +28.5% | +7.8% |
| YTD | -6.3% | -37.8% | +31.5% | -1.5% |
| 1Y | -7.3% | -47.3% | +40.0% | -0.7% |
| 3Y | +33.8% | +22.9% | +10.9% | +24.7% |
| 5Y | -40.7% | +30.6% | -71.3% | -47.8% |
| All | -40.7% | +30.0% | -70.7% | -47.8% |
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