+6.8%
XLP vs ALNY
-48.3%
+55.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.3% |
| 7D | -2.5% | -6.4% | +3.9% | -2.2% |
| 30D | -1.9% | +11.9% | -13.8% | -2.5% |
| 3M | -2.1% | -15.0% | +12.9% | -1.7% |
| 6M | -1.8% | -23.2% | +21.4% | -1.5% |
| YTD | +8.3% | -37.8% | +46.1% | +7.5% |
| 1Y | +6.8% | -47.3% | +54.1% | +6.4% |
| All | +6.8% | -48.3% | +55.1% | +6.4% |
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