+155.2%
EXEL vs SNY
-9.6%
+164.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -4.9% | -3.3% | -1.6% | -4.2% |
| 30D | +11.4% | -2.2% | +13.5% | +12.0% |
| 3M | +4.9% | -3.0% | +7.9% | +5.5% |
| 6M | +34.4% | +2.7% | +31.7% | +33.5% |
| YTD | +28.0% | -6.8% | +34.9% | +29.6% |
| 1Y | +43.6% | -5.3% | +48.9% | +45.0% |
| 3Y | +155.2% | -9.8% | +165.0% | +154.7% |
| All | +155.2% | -9.6% | +164.8% | +154.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling