+11,173.4%
ASML vs SNY
+285.6%
+10,887.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.9% | +6.4% | -9.3% | -6.3% |
| 30D | -15.2% | +20.4% | -35.6% | -24.2% |
| 3M | -12.9% | +10.9% | -23.8% | -18.8% |
| 6M | -5.0% | +11.4% | -16.4% | -12.8% |
| YTD | +41.8% | +5.0% | +36.8% | +34.3% |
| 1Y | +46.0% | +0.5% | +45.6% | +41.6% |
| 3Y | +133.5% | +20.7% | +112.8% | +93.5% |
| 5Y | +93.0% | +16.4% | +76.6% | +55.1% |
| 10Y | +1,534.9% | +73.8% | +1,461.1% | +880.5% |
| All | +11,173.4% | +285.6% | +10,887.8% | +2,898.9% |
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 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