+114.5%
IBM vs ALNY
+29.9%
+84.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -2.2% |
| 7D | -0.3% | -6.4% | +6.1% | +0.1% |
| 30D | -1.8% | +11.9% | -13.7% | -2.6% |
| 3M | -13.5% | -15.0% | +1.5% | -12.9% |
| 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% | -3.7% |
| 3Y | +73.8% | +22.9% | +50.9% | +69.1% |
| All | +114.5% | +29.9% | +84.7% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling