+2,710.0%
LLY vs ALNY
+4,163.9%
-1,454.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -2.0% |
| 7D | -3.1% | +5.7% | -8.8% | -3.7% |
| 30D | -5.1% | +18.7% | -23.7% | -6.9% |
| 3M | -2.1% | -11.0% | +8.9% | -1.4% |
| 6M | +13.8% | -18.9% | +32.7% | +15.7% |
| YTD | +5.1% | -34.6% | +39.7% | +9.2% |
| 1Y | +53.1% | -42.8% | +96.0% | +61.1% |
| 3Y | +95.6% | +29.1% | +66.5% | +85.5% |
| 5Y | +361.5% | +39.6% | +321.9% | +321.4% |
| 10Y | +1,545.2% | +253.8% | +1,291.4% | +1,154.7% |
| All | +2,710.0% | +4,163.9% | -1,454.0% | +1,489.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling