+405.7%
OXY vs ALNY
+3,976.7%
-3,571.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +2.8% | -6.5% | +9.4% | +3.6% |
| 30D | +5.5% | +11.0% | -5.6% | +4.0% |
| 3M | +11.3% | -14.1% | +25.4% | +12.1% |
| 6M | +11.6% | -22.4% | +34.0% | +13.5% |
| YTD | +51.6% | -37.5% | +89.0% | +58.1% |
| 1Y | +36.2% | -46.9% | +83.1% | +44.7% |
| 3Y | +1.7% | +22.1% | -20.4% | -5.3% |
| 5Y | +164.5% | +31.2% | +133.3% | +134.8% |
| 10Y | +6.1% | +256.3% | -250.3% | -26.4% |
| All | +405.7% | +3,976.7% | -3,571.0% | +122.6% |
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