+159.7%
GILD vs ALNY
+260.0%
-100.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | -4.8% | -6.5% | +1.7% | -4.1% |
| 30D | +5.8% | +11.0% | -5.3% | +4.5% |
| 3M | +14.9% | -14.1% | +29.0% | +16.0% |
| 6M | -0.4% | -22.4% | +22.0% | +1.6% |
| YTD | +18.5% | -37.5% | +56.0% | +23.5% |
| 1Y | +25.1% | -46.9% | +72.0% | +32.4% |
| 3Y | +105.9% | +22.1% | +83.8% | +95.6% |
| 5Y | +143.0% | +31.2% | +111.8% | +123.1% |
| All | +159.7% | +260.0% | -100.3% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling