+1.7%
OXY vs ALNY
+23.4%
-21.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +2.8% | -6.5% | +9.4% | +3.0% |
| 30D | +5.5% | +11.0% | -5.6% | +5.2% |
| 3M | +11.3% | -14.1% | +25.4% | +11.8% |
| 6M | +11.6% | -22.4% | +34.0% | +12.5% |
| YTD | +51.6% | -37.5% | +89.0% | +54.2% |
| 1Y | +36.2% | -46.9% | +83.1% | +39.7% |
| 3Y | +1.7% | +22.1% | -20.4% | -4.3% |
| All | +1.7% | +23.4% | -21.7% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling