+26.2%
GEN vs SNY
+9.4%
+16.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -1.3% | -3.3% | +2.1% | -0.6% |
| 30D | +6.1% | -2.2% | +8.3% | +6.6% |
| 3M | +27.0% | -3.0% | +30.0% | +27.7% |
| 6M | +43.9% | +2.7% | +41.1% | +42.7% |
| YTD | +13.0% | -6.8% | +19.8% | +14.3% |
| 1Y | +4.0% | -5.3% | +9.3% | +4.8% |
| 3Y | +66.2% | -9.8% | +76.0% | +66.9% |
| All | +26.2% | +9.4% | +16.7% | +19.2% |
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