-74.0%
DOCS vs SNY
+6.3%
-80.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.5% | -4.9% | -7.0% |
| 7D | -7.3% | -2.7% | -4.6% | -7.0% |
| 30D | -10.9% | -0.7% | -10.2% | -10.8% |
| 3M | +20.3% | -1.7% | +21.9% | +20.5% |
| 6M | -3.6% | +2.2% | -5.9% | -4.0% |
| YTD | -44.9% | -6.0% | -38.8% | -44.5% |
| 1Y | -64.9% | -2.7% | -62.2% | -64.9% |
| 3Y | +7.6% | -7.5% | +15.1% | +7.1% |
| 5Y | -74.0% | +6.7% | -80.6% | -73.9% |
| All | -74.0% | +6.3% | -80.3% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling