+1,696.4%
ASML vs SNY
+64.3%
+1,632.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +2.5% | -3.6% | +6.1% | +4.0% |
| 30D | -6.2% | -1.9% | -4.3% | -5.6% |
| 3M | -2.6% | -2.0% | -0.6% | -2.5% |
| 6M | +22.4% | +2.5% | +19.9% | +19.9% |
| YTD | +58.5% | -7.0% | +65.4% | +61.4% |
| 1Y | +114.2% | -4.4% | +118.5% | +114.8% |
| 3Y | +175.5% | -8.4% | +183.9% | +170.1% |
| 5Y | +105.9% | +9.5% | +96.4% | +76.5% |
| All | +1,696.4% | +64.3% | +1,632.1% | +1,170.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling