+743.3%
EXEL vs SNY
+241.5%
+501.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.9% | -3.6% | +0.8% | -0.8% |
| 30D | +11.9% | -1.9% | +13.8% | +13.1% |
| 3M | +9.2% | -2.0% | +11.2% | +10.1% |
| 6M | +39.1% | +2.5% | +36.5% | +36.2% |
| YTD | +31.0% | -7.0% | +38.0% | +35.2% |
| 1Y | +52.3% | -4.4% | +56.7% | +54.3% |
| 3Y | +159.7% | -8.4% | +168.2% | +154.8% |
| 5Y | +187.7% | +9.5% | +178.2% | +143.9% |
| 10Y | +379.4% | +64.3% | +315.1% | +209.4% |
| All | +743.3% | +241.5% | +501.8% | +246.6% |
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