-65.2%
DOCS vs SNY
-4.2%
-61.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -8.1% | -3.6% | -4.4% | -8.0% |
| 30D | -5.6% | -1.4% | -4.2% | -5.6% |
| 3M | +18.3% | -4.2% | +22.5% | +17.6% |
| 6M | -5.1% | +2.0% | -7.1% | -4.6% |
| YTD | -45.4% | -6.7% | -38.7% | -45.7% |
| 1Y | -65.2% | -4.7% | -60.5% | -65.1% |
| All | -65.2% | -4.2% | -61.0% | -65.1% |
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