-32.9%
DOCS vs SNY
-1.8%
-31.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +2.6% | +2.8% | -0.3% | +1.9% |
| 30D | +11.4% | +21.6% | -10.2% | +7.6% |
| 3M | +25.4% | +10.5% | +14.9% | +22.3% |
| 6M | +42.5% | +14.0% | +28.5% | +39.7% |
| YTD | -24.7% | +5.4% | -30.1% | -26.8% |
| 1Y | -32.9% | -2.5% | -30.5% | -34.0% |
| All | -32.9% | -1.8% | -31.1% | -34.0% |
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