+495.5%
TGT vs ALNY
+3,976.7%
-3,481.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -5.2% | -6.5% | +1.3% | -4.6% |
| 30D | +1.2% | +11.0% | -9.9% | +0.1% |
| 3M | +18.4% | -14.1% | +32.5% | +19.3% |
| 6M | +33.4% | -22.4% | +55.8% | +35.6% |
| YTD | +63.8% | -37.5% | +101.3% | +69.6% |
| 1Y | +77.2% | -46.9% | +124.1% | +86.1% |
| 3Y | +41.8% | +22.1% | +19.7% | +34.6% |
| 5Y | -25.5% | +31.2% | -56.7% | -31.3% |
| 10Y | +204.9% | +256.3% | -51.4% | +140.1% |
| All | +495.5% | +3,976.7% | -3,481.2% | +255.4% |
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