+40.3%
XLC vs ALNY
+30.5%
+9.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +0.5% | -6.5% | +7.1% | +1.3% |
| 30D | +2.1% | +11.0% | -8.9% | +0.7% |
| 3M | +0.7% | -14.1% | +14.8% | +1.7% |
| 6M | -3.2% | -22.4% | +19.2% | -1.1% |
| YTD | -3.8% | -37.5% | +33.7% | +0.8% |
| 1Y | -2.0% | -46.9% | +44.9% | +4.7% |
| 3Y | +71.4% | +22.1% | +49.3% | +60.8% |
| All | +40.3% | +30.5% | +9.8% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling