+33.6%
TSLA vs ALNY
+23.4%
+10.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +3.2% | -6.5% | +9.8% | +4.2% |
| 30D | +11.6% | +11.0% | +0.5% | +9.8% |
| 3M | -8.4% | -14.1% | +5.6% | -7.8% |
| 6M | -10.4% | -22.4% | +12.0% | -8.3% |
| YTD | -18.7% | -37.5% | +18.7% | -13.4% |
| 1Y | -0.9% | -46.9% | +46.0% | +9.2% |
| 3Y | +33.6% | +22.1% | +11.5% | +16.9% |
| All | +33.6% | +23.4% | +10.2% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling