+41.6%
TXN vs ALNY
-40.8%
+82.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | -0.1% | +12.2% | -12.3% | -0.1% |
| 30D | -6.9% | +16.3% | -23.3% | -7.0% |
| 3M | -14.9% | -12.4% | -2.6% | -13.9% |
| 6M | +29.0% | -18.7% | +47.7% | +31.7% |
| YTD | +51.5% | -33.1% | +84.6% | +57.0% |
| 1Y | +41.6% | -41.3% | +82.9% | +49.2% |
| All | +41.6% | -40.8% | +82.4% | +49.2% |
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