+65.9%
LIN vs ALNY
-17.2%
+83.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.5% |
| 7D | +2.0% | -5.2% | +7.2% | +2.4% |
| 30D | +7.9% | -34.8% | +42.7% | +10.9% |
| 3M | +6.3% | -30.1% | +36.4% | +8.6% |
| 6M | +6.5% | -48.6% | +55.1% | +10.8% |
| YTD | +23.6% | -61.9% | +85.4% | +31.3% |
| 1Y | +25.7% | -65.7% | +91.4% | +34.6% |
| 3Y | +35.6% | -6.3% | +41.9% | +32.8% |
| 5Y | +65.9% | -14.0% | +79.8% | +57.5% |
| All | +65.9% | -17.2% | +83.0% | +57.5% |
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