+24.4%
LIN vs ALNY
-63.4%
+87.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | +0.4% |
| 7D | +2.1% | +5.8% | -3.7% | +1.8% |
| 30D | +6.8% | -26.5% | +33.2% | +8.3% |
| 3M | +10.4% | -27.3% | +37.7% | +11.9% |
| 6M | +3.2% | -43.4% | +46.5% | +5.8% |
| YTD | +24.6% | -58.5% | +83.1% | +29.7% |
| 1Y | +24.4% | -63.6% | +88.0% | +31.0% |
| All | +24.4% | -63.4% | +87.8% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling