+282.9%
QCOM vs ALNY
+260.0%
+22.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | +7.8% | -6.5% | +14.4% | +8.6% |
| 30D | +12.2% | +11.0% | +1.2% | +10.8% |
| 3M | -9.9% | -14.1% | +4.2% | -9.1% |
| 6M | +36.9% | -22.4% | +59.3% | +39.4% |
| YTD | +8.0% | -37.5% | +45.5% | +12.7% |
| 1Y | +15.0% | -46.9% | +61.9% | +22.1% |
| 3Y | +75.8% | +22.1% | +53.8% | +66.0% |
| 5Y | +42.2% | +31.2% | +11.0% | +29.7% |
| All | +282.9% | +260.0% | +22.9% | +213.1% |
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