+134.2%
BP vs SNY
+64.5%
+69.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.2% | -3.3% | +8.5% | +6.3% |
| 30D | +8.7% | -2.2% | +10.9% | +9.3% |
| 3M | +9.3% | -3.0% | +12.4% | +10.0% |
| 6M | +13.6% | +2.7% | +10.8% | +11.8% |
| YTD | +37.7% | -6.8% | +44.5% | +39.7% |
| 1Y | +40.6% | -5.3% | +45.9% | +41.3% |
| 3Y | +40.3% | -9.8% | +50.1% | +39.2% |
| 5Y | +141.4% | +9.7% | +131.7% | +113.6% |
| All | +134.2% | +64.5% | +69.6% | +85.2% |
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