+800.7%
EMR vs ALNY
+3,957.5%
-3,156.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.8% |
| 7D | -1.2% | -6.4% | +5.2% | -0.4% |
| 30D | -9.4% | +11.9% | -21.3% | -10.8% |
| 3M | +8.6% | -15.0% | +23.6% | +9.7% |
| 6M | +6.7% | -23.2% | +29.9% | +9.1% |
| YTD | +13.1% | -37.8% | +50.8% | +18.7% |
| 1Y | +12.7% | -47.3% | +60.0% | +20.6% |
| 3Y | +58.1% | +22.9% | +35.2% | +48.0% |
| 5Y | +63.6% | +30.6% | +33.1% | +47.0% |
| 10Y | +272.4% | +254.6% | +17.8% | +164.5% |
| All | +800.7% | +3,957.5% | -3,156.8% | +322.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling