+38.2%
QCOM vs ALNY
+30.0%
+8.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +0.7% |
| 7D | +4.9% | -6.4% | +11.4% | +5.7% |
| 30D | +9.3% | +11.9% | -2.6% | +7.9% |
| 3M | -7.0% | -15.0% | +8.0% | -6.1% |
| 6M | +32.0% | -23.2% | +55.3% | +34.7% |
| YTD | +5.0% | -37.8% | +42.8% | +9.8% |
| 1Y | +13.6% | -47.3% | +60.9% | +20.9% |
| 3Y | +77.6% | +22.9% | +54.7% | +68.5% |
| 5Y | +38.2% | +30.6% | +7.6% | +22.9% |
| All | +38.2% | +30.0% | +8.2% | +22.9% |
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