+93.1%
ORCL vs ALNY
+38.0%
+55.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +10.9% | -3.5% | +14.4% | +11.2% |
| 30D | +7.0% | +18.9% | -11.9% | +5.3% |
| 3M | -21.2% | -13.3% | -7.9% | -20.9% |
| 6M | +7.4% | -20.3% | +27.7% | +8.7% |
| YTD | -16.3% | -35.1% | +18.8% | -13.4% |
| 1Y | -32.3% | -46.5% | +14.2% | -28.6% |
| 3Y | +32.6% | +28.1% | +4.5% | +26.9% |
| 5Y | +93.1% | +36.1% | +57.0% | +76.8% |
| All | +93.1% | +38.0% | +55.1% | +76.8% |
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 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