+43.4%
XLK vs ALNY
-40.8%
+84.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | +0.9% | +12.2% | -11.4% | +1.4% |
| 30D | +0.7% | +16.3% | -15.6% | +1.5% |
| 3M | -2.9% | -12.4% | +9.4% | -2.8% |
| 6M | +34.3% | -18.7% | +52.9% | +35.4% |
| YTD | +30.4% | -33.1% | +63.5% | +33.9% |
| 1Y | +43.4% | -41.3% | +84.7% | +49.6% |
| All | +43.4% | -40.8% | +84.2% | +49.6% |
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