-35.0%
BAX vs SNY
-9.6%
-25.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -7.9% | -3.3% | -4.5% | -6.4% |
| 30D | -11.7% | -2.2% | -9.5% | -10.8% |
| 3M | +16.2% | -3.0% | +19.2% | +17.6% |
| 6M | +32.0% | +2.7% | +29.2% | +30.2% |
| YTD | +24.7% | -6.8% | +31.6% | +28.7% |
| 1Y | -2.6% | -5.3% | +2.6% | -0.2% |
| 3Y | -35.0% | -9.8% | -25.2% | -33.4% |
| All | -35.0% | -9.6% | -25.4% | -33.4% |
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