+50.1%
MSFT vs ALNY
+23.4%
+26.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.6% |
| 7D | -0.8% | -6.5% | +5.7% | -0.7% |
| 30D | +0.8% | +11.0% | -10.2% | +0.7% |
| 3M | +27.2% | -14.1% | +41.3% | +27.2% |
| 6M | +22.9% | -22.4% | +45.3% | +23.8% |
| YTD | +3.1% | -37.5% | +40.6% | +6.0% |
| 1Y | -0.3% | -46.9% | +46.7% | +4.0% |
| 3Y | +50.1% | +22.1% | +28.0% | +43.8% |
| All | +50.1% | +23.4% | +26.7% | +43.8% |
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