+73.0%
IBM vs ALNY
+22.8%
+50.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -2.2% |
| 7D | -0.3% | -6.4% | +6.1% | +0.2% |
| 30D | -1.8% | +11.9% | -13.7% | -2.7% |
| 3M | -13.5% | -15.0% | +1.5% | -12.8% |
| 6M | -5.1% | -23.2% | +18.1% | -4.0% |
| YTD | -19.4% | -37.8% | +18.4% | -17.6% |
| 1Y | -6.5% | -47.3% | +40.7% | -3.5% |
| All | +73.0% | +22.8% | +50.2% | +66.4% |
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