-14.0%
SNPS vs ALNY
+22.8%
-36.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.4% |
| 7D | -4.6% | -6.4% | +1.8% | -3.9% |
| 30D | -3.3% | +11.9% | -15.2% | -4.7% |
| 3M | -13.8% | -15.0% | +1.2% | -12.9% |
| 6M | -8.2% | -23.2% | +15.0% | -6.2% |
| YTD | -15.4% | -37.8% | +22.3% | -11.0% |
| 1Y | +2.4% | -47.3% | +49.7% | +10.3% |
| All | -14.0% | +22.8% | -36.8% | -15.7% |
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