+11,093.2%
ASML vs SNY
+287.4%
+10,805.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | +10.4% | +3.3% | +7.0% | +8.4% |
| 30D | -12.7% | +23.9% | -36.6% | -23.3% |
| 3M | -17.2% | +10.9% | -28.0% | -22.7% |
| 6M | -1.3% | +13.1% | -14.4% | -10.1% |
| YTD | +40.8% | +5.5% | +35.2% | +33.0% |
| 1Y | +45.2% | -1.5% | +46.7% | +42.6% |
| 3Y | +131.8% | +21.3% | +110.6% | +91.6% |
| 5Y | +84.0% | +18.3% | +65.8% | +46.5% |
| 10Y | +1,541.9% | +78.0% | +1,463.9% | +869.8% |
| All | +11,093.2% | +287.4% | +10,805.8% | +2,869.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling