+145.8%
GOOG vs ALNY
+23.4%
+122.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.5% |
| 7D | 0.0% | -6.5% | +6.6% | +0.7% |
| 30D | -2.0% | +11.0% | -13.0% | -3.1% |
| 3M | -5.9% | -14.1% | +8.2% | -5.1% |
| 6M | +8.9% | -22.4% | +31.3% | +10.9% |
| YTD | +7.1% | -37.5% | +44.6% | +11.3% |
| 1Y | +39.7% | -46.9% | +86.6% | +47.5% |
| 3Y | +145.8% | +22.1% | +123.8% | +126.8% |
| All | +145.8% | +23.4% | +122.5% | +126.8% |
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