+143.8%
IBM vs ALNY
+260.0%
-116.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +3.6% | -6.5% | +10.1% | +4.1% |
| 30D | +3.1% | +11.0% | -7.9% | +2.3% |
| 3M | -10.8% | -14.1% | +3.2% | -10.2% |
| 6M | -0.8% | -22.4% | +21.6% | +0.4% |
| YTD | -16.2% | -37.5% | +21.3% | -14.0% |
| 1Y | -2.9% | -46.9% | +44.1% | +0.7% |
| 3Y | +79.8% | +22.1% | +57.8% | +73.7% |
| 5Y | +124.9% | +31.2% | +93.7% | +112.7% |
| All | +143.8% | +260.0% | -116.2% | +113.1% |
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