+48.5%
LLY vs ALNY
-47.6%
+96.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -2.9% | -6.5% | +3.6% | -1.8% |
| 30D | -8.4% | +11.0% | -19.5% | -10.2% |
| 3M | -3.8% | -14.1% | +10.3% | -1.8% |
| 6M | +11.9% | -22.4% | +34.3% | +15.6% |
| YTD | +4.3% | -37.5% | +41.8% | +10.5% |
| 1Y | +48.5% | -46.9% | +95.4% | +55.1% |
| All | +48.5% | -47.6% | +96.0% | +55.1% |
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 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