+1,698.3%
ORCL vs ALNY
+4,262.5%
-2,564.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | +5.3% | +12.2% | -7.0% | +3.8% |
| 30D | +10.0% | +16.3% | -6.4% | +8.0% |
| 3M | -32.6% | -12.4% | -20.2% | -32.3% |
| 6M | +4.9% | -18.7% | +23.6% | +6.2% |
| YTD | -17.8% | -33.1% | +15.3% | -15.0% |
| 1Y | -28.0% | -41.3% | +13.3% | -24.5% |
| 3Y | +36.0% | +32.3% | +3.7% | +26.9% |
| 5Y | +88.7% | +34.8% | +54.0% | +70.5% |
| 10Y | +346.9% | +284.7% | +62.2% | +223.1% |
| All | +1,698.3% | +4,262.5% | -2,564.1% | +786.6% |
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