+14.1%
QCOM vs ALNY
-2.8%
+16.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.0% | -3.2% |
| 7D | +4.3% | +5.8% | -1.6% | +3.6% |
| 30D | -0.1% | -26.5% | +26.4% | +2.6% |
| 3M | +5.2% | -27.3% | +32.6% | +8.0% |
| 6M | -18.4% | -43.4% | +25.0% | -14.6% |
| YTD | +2.4% | -58.5% | +60.9% | +10.7% |
| 1Y | +0.9% | -63.6% | +64.5% | +10.6% |
| 3Y | +48.4% | 0.0% | +48.4% | +42.6% |
| All | +14.1% | -2.8% | +16.9% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling