+676.5%
XLV vs ALNY
+3,976.7%
-3,300.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -3.6% | -6.5% | +3.0% | -2.8% |
| 30D | -1.8% | +11.0% | -12.9% | -3.0% |
| 3M | +7.8% | -14.1% | +21.9% | +8.8% |
| 6M | +9.1% | -22.4% | +31.5% | +11.2% |
| YTD | +7.7% | -37.5% | +45.2% | +12.2% |
| 1Y | +20.4% | -46.9% | +67.3% | +27.5% |
| 3Y | +30.8% | +22.1% | +8.7% | +24.1% |
| 5Y | +34.6% | +31.2% | +3.4% | +23.3% |
| 10Y | +173.4% | +256.3% | -83.0% | +107.8% |
| All | +676.5% | +3,976.7% | -3,300.2% | +348.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling