+514.7%
INTC vs ALNY
+3,957.5%
-3,442.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -5.1% |
| 7D | +9.4% | -6.4% | +15.9% | +10.3% |
| 30D | +2.7% | +11.9% | -9.2% | +1.1% |
| 3M | -6.3% | -15.0% | +8.7% | -5.7% |
| 6M | +114.5% | -23.2% | +137.7% | +118.1% |
| YTD | +171.9% | -37.8% | +209.6% | +184.4% |
| 1Y | +305.0% | -47.3% | +352.3% | +332.7% |
| 3Y | +168.3% | +22.9% | +145.5% | +150.1% |
| 5Y | +102.3% | +30.6% | +71.7% | +82.1% |
| 10Y | +249.4% | +254.6% | -5.3% | +154.5% |
| All | +514.7% | +3,957.5% | -3,442.8% | +205.1% |
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 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