+13,449.8%
GOOG vs SNY
+194.4%
+13,255.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | 0.0% | -3.3% | +3.4% | +1.3% |
| 30D | -2.0% | -2.2% | +0.2% | -1.2% |
| 3M | -5.9% | -3.0% | -2.8% | -5.1% |
| 6M | +8.9% | +2.7% | +6.2% | +7.4% |
| YTD | +7.1% | -6.8% | +14.0% | +9.2% |
| 1Y | +39.7% | -5.3% | +44.9% | +41.1% |
| 3Y | +145.8% | -9.8% | +155.6% | +143.8% |
| 5Y | +138.6% | +9.7% | +128.9% | +113.5% |
| 10Y | +791.5% | +64.5% | +727.0% | +560.8% |
| All | +13,449.8% | +194.4% | +13,255.4% | +7,901.9% |
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