+336.5%
ORCL vs ALNY
+258.3%
+78.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -5.0% |
| 7D | -0.7% | -6.4% | +5.7% | -0.1% |
| 30D | +5.1% | +11.9% | -6.8% | +4.0% |
| 3M | -23.7% | -15.0% | -8.7% | -23.3% |
| 6M | +3.1% | -23.2% | +26.3% | +4.6% |
| YTD | -20.8% | -37.8% | +17.0% | -18.1% |
| 1Y | -52.9% | -47.3% | -5.6% | -50.5% |
| 3Y | +25.4% | +22.9% | +2.5% | +20.1% |
| 5Y | +82.4% | +30.6% | +51.9% | +69.9% |
| All | +336.5% | +258.3% | +78.2% | +268.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling