-5.7%
SLB vs ALNY
-43.2%
+37.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.4% | -3.9% | +1.6% |
| 7D | +3.5% | +5.8% | -2.3% | +3.6% |
| 30D | +6.5% | -26.5% | +33.0% | +5.6% |
| 3M | -0.2% | -27.3% | +27.1% | -0.8% |
| 6M | -5.7% | -43.4% | +37.7% | -6.4% |
| All | -5.7% | -43.2% | +37.5% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling