+1,203.8%
CSCO vs SNY
+242.6%
+961.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.5% |
| 7D | 0.0% | -3.6% | +3.6% | +1.6% |
| 30D | -10.7% | -1.4% | -9.3% | -10.2% |
| 3M | -8.7% | -4.2% | -4.5% | -7.5% |
| 6M | +44.9% | +2.0% | +42.9% | +42.5% |
| YTD | +44.1% | -6.7% | +50.8% | +47.2% |
| 1Y | +65.9% | -4.7% | +70.6% | +67.0% |
| 3Y | +109.0% | -8.1% | +117.1% | +104.8% |
| 5Y | +114.8% | +8.2% | +106.5% | +89.4% |
| 10Y | +377.3% | +64.8% | +312.5% | +231.7% |
| All | +1,203.8% | +242.6% | +961.3% | +419.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling