+226.8%
SOXX vs ALNY
+23.4%
+203.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +1.4% | -6.5% | +7.9% | +1.7% |
| 30D | -3.6% | +11.0% | -14.6% | -4.2% |
| 3M | -10.2% | -14.1% | +3.9% | -9.9% |
| 6M | +54.2% | -22.4% | +76.6% | +56.4% |
| YTD | +75.2% | -37.5% | +112.7% | +82.1% |
| 1Y | +107.5% | -46.9% | +154.4% | +119.8% |
| 3Y | +226.8% | +22.1% | +204.7% | +212.8% |
| All | +226.8% | +23.4% | +203.4% | +212.8% |
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 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