+1,311.2%
FERG vs SNY
+113.6%
+1,197.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.6% | -3.3% | +0.8% | -2.2% |
| 30D | -8.9% | -2.2% | -6.7% | -8.7% |
| 3M | -2.0% | -3.0% | +1.0% | -1.8% |
| 6M | -3.2% | +2.7% | -5.9% | -3.5% |
| YTD | +1.5% | -6.8% | +8.3% | +2.2% |
| 1Y | +0.5% | -5.3% | +5.7% | +0.9% |
| 3Y | +50.4% | -9.8% | +60.2% | +50.9% |
| 5Y | +68.7% | +9.7% | +59.0% | +65.8% |
| 10Y | +351.3% | +64.5% | +286.8% | +335.8% |
| All | +1,311.2% | +113.6% | +1,197.6% | +1,299.6% |
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