+107.7%
COST vs SNY
+9.4%
+98.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | -1.2% | -3.3% | +2.1% | -0.8% |
| 30D | -4.7% | -2.2% | -2.6% | -4.5% |
| 3M | -7.1% | -3.0% | -4.1% | -6.8% |
| 6M | -8.5% | +2.7% | -11.3% | -8.8% |
| YTD | +5.4% | -6.8% | +12.2% | +6.0% |
| 1Y | -5.6% | -5.3% | -0.4% | -5.3% |
| 3Y | +68.5% | -9.8% | +78.3% | +68.7% |
| All | +107.7% | +9.4% | +98.3% | +93.8% |
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