+369.5%
ALAB vs SNY
+3.8%
+365.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.4% |
| 7D | -6.2% | -3.3% | -2.9% | -6.9% |
| 30D | -8.7% | -2.2% | -6.5% | -9.1% |
| 3M | -20.7% | -3.0% | -17.7% | -21.0% |
| 6M | +133.5% | +2.7% | +130.8% | +134.7% |
| YTD | +75.1% | -6.8% | +81.9% | +73.9% |
| 1Y | +25.0% | -5.3% | +30.3% | +24.5% |
| All | +369.5% | +3.8% | +365.7% | +389.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling