+41.5%
NU vs ALNY
+40.1%
+1.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.8% |
| 7D | -4.9% | -6.5% | +1.7% | -3.3% |
| 30D | +7.8% | +11.0% | -3.2% | +5.1% |
| 3M | +20.9% | -14.1% | +35.0% | +22.8% |
| 6M | +0.9% | -22.4% | +23.3% | +5.1% |
| YTD | -12.7% | -37.5% | +24.8% | -4.1% |
| 1Y | -6.4% | -46.9% | +40.5% | +6.8% |
| 3Y | +98.1% | +22.1% | +76.0% | +70.8% |
| All | +41.5% | +40.1% | +1.4% | +2.6% |
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