+3.1%
FERG vs ALNY
-62.5%
+65.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | +7.7% | -30.7% | +38.4% | +9.2% |
| 30D | +11.5% | -26.7% | +38.2% | +12.4% |
| 3M | -2.4% | -26.4% | +24.1% | -1.7% |
| 6M | -4.0% | -45.9% | +42.0% | -1.5% |
| YTD | +13.4% | -59.5% | +72.8% | +18.2% |
| 1Y | +3.1% | -62.0% | +65.0% | +10.9% |
| All | +3.1% | -62.5% | +65.6% | +10.9% |
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