+20.6%
NXPI vs ALNY
+30.5%
-10.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.4% |
| 7D | +3.9% | -6.5% | +10.4% | +4.9% |
| 30D | +1.4% | +11.0% | -9.7% | -0.3% |
| 3M | -21.5% | -14.1% | -7.5% | -20.7% |
| 6M | +19.4% | -22.4% | +41.8% | +22.5% |
| YTD | +9.9% | -37.5% | +47.4% | +16.8% |
| 1Y | +7.9% | -46.9% | +54.8% | +17.6% |
| 3Y | +22.7% | +22.1% | +0.6% | +12.6% |
| All | +20.6% | +30.5% | -10.0% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling