+50.4%
FERG vs ALNY
+23.4%
+27.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -2.6% | -6.5% | +4.0% | -2.1% |
| 30D | -8.9% | +11.0% | -19.9% | -9.7% |
| 3M | -2.0% | -14.1% | +12.0% | -1.6% |
| 6M | -3.2% | -22.4% | +19.2% | -2.0% |
| YTD | +1.5% | -37.5% | +39.0% | +4.2% |
| 1Y | +0.5% | -46.9% | +47.4% | +4.3% |
| 3Y | +50.4% | +22.1% | +28.3% | +46.0% |
| All | +50.4% | +23.4% | +27.0% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling