+2,004.4%
TMO vs ALNY
+3,976.7%
-1,972.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.6% | -6.5% | +5.9% | +0.3% |
| 30D | +1.1% | +11.0% | -9.9% | -0.4% |
| 3M | +28.3% | -14.1% | +42.4% | +29.6% |
| 6M | +23.3% | -22.4% | +45.7% | +26.2% |
| YTD | +5.5% | -37.5% | +42.9% | +11.0% |
| 1Y | +24.5% | -46.9% | +71.5% | +33.8% |
| 3Y | +19.6% | +22.1% | -2.5% | +11.9% |
| 5Y | +8.1% | +31.2% | -23.1% | -3.2% |
| 10Y | +336.7% | +256.3% | +80.4% | +208.4% |
| All | +2,004.4% | +3,976.7% | -1,972.3% | +898.3% |
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