+16.6%
EMR vs ALNY
-40.8%
+57.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | -1.5% | +12.2% | -13.8% | -2.6% |
| 30D | -5.6% | +16.3% | -22.0% | -7.1% |
| 3M | +7.9% | -12.4% | +20.3% | +8.4% |
| 6M | +6.0% | -18.7% | +24.7% | +7.8% |
| YTD | +16.4% | -33.1% | +49.5% | +18.5% |
| 1Y | +16.6% | -41.3% | +57.9% | +19.4% |
| All | +16.6% | -40.8% | +57.4% | +19.4% |
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