+45.3%
DGX vs SNY
+1.8%
+43.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +0.7% | +8.8% | -8.0% | -1.3% |
| 30D | +11.5% | +18.6% | -7.0% | +7.2% |
| 3M | +8.4% | +9.7% | -1.2% | +6.0% |
| 6M | +34.5% | +8.2% | +26.3% | +32.0% |
| YTD | +49.3% | +2.2% | +47.1% | +48.6% |
| 1Y | +45.3% | +1.0% | +44.3% | +45.0% |
| All | +45.3% | +1.8% | +43.5% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling