-5.3%
SYK vs ALNY
-62.9%
+57.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.1% |
| 7D | +7.5% | -10.0% | +17.4% | +8.7% |
| 30D | +20.4% | -30.0% | +50.5% | +24.0% |
| 3M | -0.3% | -31.5% | +31.2% | +2.9% |
| 6M | +14.2% | -48.0% | +62.1% | +21.2% |
| YTD | -3.8% | -60.6% | +56.8% | +5.6% |
| 1Y | -5.3% | -63.9% | +58.7% | +6.6% |
| All | -5.3% | -62.9% | +57.6% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling