+51.1%
NEM vs ALNY
-62.5%
+113.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.7% | +9.2% | +9.8% |
| 7D | +3.7% | -30.7% | +34.4% | +6.4% |
| 30D | +2.0% | -26.7% | +28.7% | +4.2% |
| 3M | +21.1% | -26.4% | +47.6% | +23.9% |
| 6M | +9.5% | -45.9% | +55.4% | +13.1% |
| YTD | +19.1% | -59.5% | +78.5% | +31.7% |
| 1Y | +51.1% | -62.0% | +113.1% | +66.5% |
| All | +51.1% | -62.5% | +113.6% | +66.5% |
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