+9.0%
MSFT vs ALNY
-62.5%
+71.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +5.9% | +6.8% |
| 7D | +4.7% | -30.7% | +35.4% | +0.4% |
| 30D | +5.8% | -26.7% | +32.6% | +2.4% |
| 3M | +13.0% | -26.4% | +39.4% | +10.2% |
| 6M | +34.9% | -45.9% | +80.9% | +25.5% |
| YTD | +15.7% | -59.5% | +75.1% | +9.3% |
| 1Y | +9.0% | -62.0% | +70.9% | +0.9% |
| All | +9.0% | -62.5% | +71.5% | +0.9% |
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