+19.7%
TMO vs ALNY
-62.9%
+82.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.9% |
| 7D | -4.5% | -10.0% | +5.4% | -3.5% |
| 30D | +3.1% | -30.0% | +33.1% | +6.1% |
| 3M | +17.2% | -31.5% | +48.7% | +20.6% |
| 6M | +45.3% | -48.0% | +93.3% | +53.8% |
| YTD | +17.1% | -60.6% | +77.8% | +29.0% |
| 1Y | +19.7% | -63.9% | +83.6% | +32.7% |
| All | +19.7% | -62.9% | +82.6% | +32.7% |
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