+3,082.7%
SOXX vs ALNY
+3,976.7%
-894.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +1.4% | -6.5% | +7.9% | +2.4% |
| 30D | -3.6% | +11.0% | -14.6% | -5.3% |
| 3M | -10.2% | -14.1% | +3.9% | -9.6% |
| 6M | +54.2% | -22.4% | +76.6% | +57.3% |
| YTD | +75.2% | -37.5% | +112.7% | +84.5% |
| 1Y | +107.5% | -46.9% | +154.4% | +123.8% |
| 3Y | +226.8% | +22.1% | +204.7% | +200.1% |
| 5Y | +251.2% | +31.2% | +220.0% | +208.7% |
| 10Y | +1,567.6% | +256.3% | +1,311.3% | +1,040.8% |
| All | +3,082.7% | +3,976.7% | -894.1% | +1,314.5% |
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