+190.4%
ETN vs ALNY
+30.5%
+159.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +3.5% | -6.5% | +10.1% | +4.0% |
| 30D | -7.5% | +11.0% | -18.6% | -8.3% |
| 3M | +8.3% | -14.1% | +22.4% | +8.7% |
| 6M | +20.2% | -22.4% | +42.6% | +21.6% |
| YTD | +34.7% | -37.5% | +72.1% | +38.9% |
| 1Y | +19.4% | -46.9% | +66.4% | +25.1% |
| 3Y | +85.5% | +22.1% | +63.4% | +77.7% |
| All | +190.4% | +30.5% | +159.9% | +169.1% |
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 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