+92.5%
LLY vs ALNY
+22.8%
+69.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.6% |
| 7D | -3.2% | -6.4% | +3.3% | -2.1% |
| 30D | -7.4% | +11.9% | -19.3% | -9.3% |
| 3M | -1.0% | -15.0% | +14.0% | +0.8% |
| 6M | +12.5% | -23.2% | +35.7% | +16.3% |
| YTD | +5.0% | -37.8% | +42.8% | +12.2% |
| 1Y | +49.8% | -47.3% | +97.0% | +63.8% |
| All | +92.5% | +22.8% | +69.7% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling