+13,508.9%
GOOGL vs SNY
+194.4%
+13,314.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | 0.0% | -3.3% | +3.3% | +1.2% |
| 30D | -1.4% | -2.2% | +0.7% | -0.6% |
| 3M | -5.3% | -3.0% | -2.3% | -4.5% |
| 6M | +9.8% | +2.7% | +7.1% | +8.3% |
| YTD | +8.4% | -6.8% | +15.2% | +10.5% |
| 1Y | +41.2% | -5.3% | +46.5% | +42.6% |
| 3Y | +149.6% | -9.8% | +159.4% | +147.5% |
| 5Y | +142.6% | +9.7% | +132.9% | +117.0% |
| 10Y | +766.8% | +64.5% | +702.3% | +542.6% |
| All | +13,508.9% | +194.4% | +13,314.6% | +7,937.3% |
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