+68.5%
COST vs SNY
-9.6%
+78.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | -1.2% | -3.3% | +2.1% | -1.0% |
| 30D | -4.7% | -2.2% | -2.6% | -4.6% |
| 3M | -7.1% | -3.0% | -4.1% | -7.0% |
| 6M | -8.5% | +2.7% | -11.3% | -8.6% |
| YTD | +5.4% | -6.8% | +12.2% | +5.7% |
| 1Y | -5.6% | -5.3% | -0.4% | -5.4% |
| 3Y | +68.5% | -9.8% | +78.3% | +68.0% |
| All | +68.5% | -9.6% | +78.1% | +68.0% |
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