+65.2%
ALAB vs SNY
+2.0%
+63.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.2% | +10.0% | +9.7% |
| 7D | +7.2% | -1.3% | +8.5% | +6.7% |
| 30D | -2.5% | +3.4% | -5.9% | -1.3% |
| 3M | -13.3% | -0.3% | -13.0% | -12.8% |
| 6M | +172.8% | +1.0% | +171.8% | +173.9% |
| YTD | +86.6% | -3.6% | +90.2% | +88.6% |
| 1Y | +65.2% | +3.0% | +62.1% | +57.7% |
| All | +65.2% | +2.0% | +63.1% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling