+133.6%
SLB vs ALNY
+30.0%
+103.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.2% | -1.6% |
| 7D | -2.4% | -6.4% | +4.0% | -2.1% |
| 30D | +4.9% | +11.9% | -7.0% | +4.3% |
| 3M | +1.4% | -15.0% | +16.4% | +1.9% |
| 6M | +17.6% | -23.2% | +40.9% | +18.8% |
| YTD | +48.3% | -37.8% | +86.1% | +51.4% |
| 1Y | +58.7% | -47.3% | +105.9% | +63.4% |
| 3Y | +0.6% | +22.9% | -22.3% | -2.8% |
| 5Y | +133.6% | +30.6% | +103.0% | +125.4% |
| All | +133.6% | +30.0% | +103.6% | +125.4% |
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