+242.6%
QCOM vs ALNY
+246.1%
-3.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.0% | -3.3% |
| 7D | +4.3% | +5.8% | -1.6% | +3.4% |
| 30D | -0.1% | -26.5% | +26.4% | +3.3% |
| 3M | +5.2% | -27.3% | +32.6% | +8.7% |
| 6M | -18.4% | -43.4% | +25.0% | -13.7% |
| YTD | +2.4% | -58.5% | +60.9% | +12.6% |
| 1Y | +0.9% | -63.6% | +64.5% | +12.9% |
| 3Y | +48.4% | 0.0% | +48.4% | +40.6% |
| 5Y | +16.6% | -3.4% | +20.0% | +7.8% |
| All | +242.6% | +246.1% | -3.4% | +163.5% |
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