+1,883.0%
EBAY vs SNY
+241.9%
+1,641.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +4.2% | -3.3% | +7.5% | +5.6% |
| 30D | +5.6% | -2.2% | +7.8% | +6.5% |
| 3M | -1.4% | -3.0% | +1.6% | -0.4% |
| 6M | +18.2% | +2.7% | +15.5% | +16.6% |
| YTD | +24.8% | -6.8% | +31.7% | +27.5% |
| 1Y | +18.0% | -5.3% | +23.3% | +19.2% |
| 3Y | +160.3% | -9.8% | +170.0% | +157.7% |
| 5Y | +62.1% | +9.7% | +52.5% | +43.6% |
| 10Y | +283.1% | +64.5% | +218.6% | +172.7% |
| All | +1,883.0% | +241.9% | +1,641.1% | +836.9% |
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 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