+59.4%
SLB vs ALNY
-47.6%
+107.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -2.5% | -6.5% | +4.0% | -2.5% |
| 30D | +7.1% | +11.0% | -3.9% | +7.3% |
| 3M | +0.6% | -14.1% | +14.7% | +1.1% |
| 6M | +17.6% | -22.4% | +40.0% | +18.5% |
| YTD | +48.5% | -37.5% | +85.9% | +48.5% |
| 1Y | +59.4% | -46.9% | +106.3% | +60.5% |
| All | +59.4% | -47.6% | +107.0% | +60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling