+705.8%
QCOM vs ALNY
+4,262.5%
-3,556.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +3.3% | +12.2% | -8.9% | +1.8% |
| 30D | +7.7% | +16.3% | -8.6% | +5.5% |
| 3M | -30.1% | -12.4% | -17.7% | -29.6% |
| 6M | +22.8% | -18.7% | +41.5% | +24.6% |
| YTD | +0.2% | -33.1% | +33.3% | +4.2% |
| 1Y | +7.9% | -41.3% | +49.2% | +13.9% |
| 3Y | +55.8% | +32.3% | +23.5% | +44.0% |
| 5Y | +30.1% | +34.8% | -4.7% | +16.5% |
| 10Y | +248.9% | +284.7% | -35.8% | +148.8% |
| All | +705.8% | +4,262.5% | -3,556.6% | +269.0% |
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