-26.7%
BB vs SNY
+9.4%
-36.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.4% | -3.3% | +2.9% | +0.2% |
| 30D | -12.5% | -2.2% | -10.4% | -12.3% |
| 3M | -17.4% | -3.0% | -14.4% | -17.2% |
| 6M | +119.1% | +2.7% | +116.4% | +116.1% |
| YTD | +102.4% | -6.8% | +109.2% | +104.0% |
| 1Y | +98.2% | -5.3% | +103.5% | +97.8% |
| 3Y | +46.9% | -9.8% | +56.7% | +45.6% |
| All | -26.7% | +9.4% | -36.2% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling