+211.8%
SLB vs ALNY
+4,163.9%
-3,952.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.4% |
| 7D | +0.4% | +5.7% | -5.3% | -0.3% |
| 30D | +13.6% | +18.7% | -5.1% | +11.0% |
| 3M | +1.5% | -11.0% | +12.5% | +1.9% |
| 6M | +23.0% | -18.9% | +41.9% | +24.7% |
| YTD | +51.2% | -34.6% | +85.8% | +57.4% |
| 1Y | +63.5% | -42.8% | +106.3% | +72.8% |
| 3Y | +2.5% | +29.1% | -26.6% | -5.3% |
| 5Y | +139.2% | +39.6% | +99.6% | +110.1% |
| 10Y | -4.8% | +253.8% | -258.5% | -34.3% |
| All | +211.8% | +4,163.9% | -3,952.1% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling