-60.9%
ADBE vs SNY
+9.4%
-70.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | -5.4% | -3.3% | -2.0% | -4.7% |
| 30D | -2.5% | -2.2% | -0.4% | -2.1% |
| 3M | +15.3% | -3.0% | +18.3% | +16.0% |
| 6M | -7.8% | +2.7% | -10.6% | -8.4% |
| YTD | -27.9% | -6.8% | -21.1% | -27.1% |
| 1Y | -28.0% | -5.3% | -22.8% | -27.6% |
| 3Y | -55.3% | -9.8% | -45.5% | -55.1% |
| All | -60.9% | +9.4% | -70.4% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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