+113.5%
CSCO vs SNY
-9.6%
+123.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.4% |
| 7D | +2.7% | -3.3% | +6.0% | +3.0% |
| 30D | -9.5% | -2.2% | -7.3% | -9.3% |
| 3M | -7.6% | -3.0% | -4.6% | -7.3% |
| 6M | +44.9% | +2.7% | +42.2% | +44.1% |
| YTD | +47.7% | -6.8% | +54.5% | +48.7% |
| 1Y | +69.1% | -5.3% | +74.3% | +69.9% |
| 3Y | +113.5% | -9.8% | +123.3% | +115.4% |
| All | +113.5% | -9.6% | +123.1% | +115.4% |
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