+182.1%
SLB vs ALNY
+2,605.6%
-2,423.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.4% | -3.9% | +0.8% |
| 7D | +3.5% | +5.8% | -2.3% | +2.7% |
| 30D | +6.5% | -26.5% | +33.0% | +10.0% |
| 3M | -0.2% | -27.3% | +27.1% | +3.0% |
| 6M | -5.7% | -43.4% | +37.7% | -0.6% |
| YTD | +36.8% | -58.5% | +95.3% | +49.7% |
| 1Y | +45.8% | -63.6% | +109.4% | +62.2% |
| 3Y | +3.4% | 0.0% | +3.3% | -2.0% |
| 5Y | +76.1% | -3.4% | +79.6% | +61.3% |
| 10Y | -13.0% | +254.6% | -267.6% | -38.9% |
| All | +182.1% | +2,605.6% | -2,423.4% | +27.8% |
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 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