+57.3%
LLY vs ALNY
-62.5%
+119.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +10.1% | -30.7% | +40.8% | +13.5% |
| 30D | +24.0% | -26.7% | +50.8% | +26.5% |
| 3M | +27.3% | -26.4% | +53.7% | +29.3% |
| 6M | +47.0% | -45.9% | +92.9% | +57.7% |
| YTD | +32.6% | -59.5% | +92.1% | +51.4% |
| 1Y | +57.3% | -62.0% | +119.3% | +85.7% |
| All | +57.3% | -62.5% | +119.9% | +85.7% |
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