+54.4%
SAP vs ALNY
+30.0%
+24.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.5% | -1.1% |
| 7D | -5.1% | -6.4% | +1.3% | -4.4% |
| 30D | -1.8% | +11.9% | -13.7% | -3.1% |
| 3M | +20.9% | -15.0% | +35.9% | +22.1% |
| 6M | +7.0% | -23.2% | +30.2% | +9.0% |
| YTD | -13.7% | -37.8% | +24.0% | -10.2% |
| 1Y | -19.6% | -47.3% | +27.7% | -14.9% |
| 3Y | +52.4% | +22.9% | +29.5% | +44.9% |
| 5Y | +54.4% | +30.6% | +23.8% | +38.5% |
| All | +54.4% | +30.0% | +24.4% | +38.5% |
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 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