+5,074.9%
DELL vs SNY
+62.0%
+5,012.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.9% | +12.0% |
| 7D | +8.2% | -3.3% | +11.6% | +9.0% |
| 30D | +17.1% | -2.2% | +19.2% | +17.5% |
| 3M | +45.2% | -3.0% | +48.2% | +45.4% |
| 6M | +286.8% | +2.7% | +284.0% | +279.9% |
| YTD | +354.8% | -6.8% | +361.6% | +358.8% |
| 1Y | +358.3% | -5.3% | +363.5% | +359.1% |
| 3Y | +724.9% | -9.8% | +734.7% | +716.1% |
| 5Y | +1,193.7% | +9.7% | +1,184.0% | +1,045.7% |
| 10Y | +4,433.8% | +64.5% | +4,369.3% | +3,320.1% |
| All | +5,074.9% | +62.0% | +5,012.8% | +3,852.2% |
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 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