+3.4%
SLB vs ALNY
+1.9%
+1.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.4% | -3.9% | +1.2% |
| 7D | +3.5% | +5.8% | -2.3% | +3.2% |
| 30D | +6.5% | -26.5% | +33.0% | +7.9% |
| 3M | -0.2% | -27.3% | +27.1% | +1.1% |
| 6M | -5.7% | -43.4% | +37.7% | -3.3% |
| YTD | +36.8% | -58.5% | +95.3% | +43.8% |
| 1Y | +45.8% | -63.6% | +109.4% | +55.0% |
| 3Y | +3.4% | 0.0% | +3.3% | -3.8% |
| All | +3.4% | +1.9% | +1.5% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling