+171.9%
SAP vs ALNY
+260.0%
-88.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -4.1% | -6.5% | +2.5% | -3.4% |
| 30D | +1.1% | +11.0% | -10.0% | 0.0% |
| 3M | +26.1% | -14.1% | +40.2% | +27.2% |
| 6M | +9.8% | -22.4% | +32.2% | +11.6% |
| YTD | -13.6% | -37.5% | +23.9% | -10.4% |
| 1Y | -18.7% | -46.9% | +28.2% | -14.5% |
| 3Y | +54.1% | +22.1% | +32.1% | +47.1% |
| 5Y | +54.7% | +31.2% | +23.5% | +43.4% |
| All | +171.9% | +260.0% | -88.1% | +132.5% |
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