+0.5%
FERG vs ALNY
-47.6%
+48.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -2.6% | -6.5% | +4.0% | -1.9% |
| 30D | -8.9% | +11.0% | -19.9% | -9.9% |
| 3M | -2.0% | -14.1% | +12.0% | -2.0% |
| 6M | -3.2% | -22.4% | +19.2% | -1.4% |
| YTD | +1.5% | -37.5% | +39.0% | +5.0% |
| 1Y | +0.5% | -46.9% | +47.4% | +7.3% |
| All | +0.5% | -47.6% | +48.1% | +7.3% |
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