+557.5%
SYK vs ALNY
+3,957.5%
-3,400.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.5% |
| 3M | -12.3% | -15.0% | +2.7% | -11.4% |
| 6M | -24.3% | -23.2% | -1.1% | -22.7% |
| YTD | -22.8% | -37.8% | +15.0% | -19.4% |
| 1Y | -28.8% | -47.3% | +18.5% | -24.4% |
| 3Y | -4.0% | +22.9% | -26.9% | -9.2% |
| 5Y | +3.8% | +30.6% | -26.7% | -5.0% |
| 10Y | +172.8% | +254.6% | -81.8% | +106.6% |
| All | +557.5% | +3,957.5% | -3,400.1% | +240.3% |
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