+427.9%
IBM vs ALNY
+4,163.9%
-3,736.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | +0.3% | +5.7% | -5.4% | -0.2% |
| 30D | -1.5% | +18.7% | -20.1% | -3.0% |
| 3M | -16.8% | -11.0% | -5.8% | -16.3% |
| 6M | -9.0% | -18.9% | +9.9% | -8.0% |
| YTD | -20.1% | -34.6% | +14.5% | -17.8% |
| 1Y | -7.0% | -42.8% | +35.8% | -3.4% |
| 3Y | +72.4% | +29.1% | +43.3% | +64.3% |
| 5Y | +112.0% | +39.6% | +72.4% | +96.1% |
| 10Y | +131.6% | +253.8% | -122.2% | +84.4% |
| All | +427.9% | +4,163.9% | -3,736.0% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling