+726.1%
DGX vs SNY
+241.9%
+484.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -0.9% | -3.3% | +2.4% | +0.1% |
| 30D | -1.2% | -2.2% | +1.0% | -0.5% |
| 3M | +15.8% | -3.0% | +18.8% | +16.7% |
| 6M | +18.2% | +2.7% | +15.4% | +16.7% |
| YTD | +37.2% | -6.8% | +44.0% | +39.6% |
| 1Y | +30.4% | -5.3% | +35.6% | +31.4% |
| 3Y | +96.7% | -9.8% | +106.5% | +97.0% |
| 5Y | +67.2% | +9.7% | +57.5% | +54.8% |
| 10Y | +253.9% | +64.5% | +189.4% | +182.0% |
| All | +726.1% | +241.9% | +484.2% | +341.4% |
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 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