+167.6%
SYK vs ALNY
+258.3%
-90.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.5% |
| 7D | -12.3% | -6.4% | -5.9% | -11.7% |
| 30D | -22.4% | +11.9% | -34.3% | -23.4% |
| 3M | -12.3% | -15.0% | +2.7% | -11.5% |
| 6M | -24.3% | -23.2% | -1.1% | -22.8% |
| YTD | -22.8% | -37.8% | +15.0% | -19.8% |
| 1Y | -28.8% | -47.3% | +18.5% | -24.9% |
| 3Y | -4.0% | +22.9% | -26.9% | -8.4% |
| 5Y | +3.8% | +30.6% | -26.7% | -3.8% |
| All | +167.6% | +258.3% | -90.7% | +130.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling