+59.7%
LIN vs SNY
+7.6%
+52.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -4.0% | -3.6% | -0.3% | -3.2% |
| 30D | -4.9% | -1.4% | -3.5% | -4.6% |
| 3M | -9.2% | -4.2% | -5.0% | -8.5% |
| 6M | -2.6% | +2.0% | -4.5% | -3.3% |
| YTD | +10.5% | -6.7% | +17.2% | +11.8% |
| 1Y | -0.1% | -4.7% | +4.6% | +0.4% |
| 3Y | +25.4% | -8.1% | +33.5% | +24.9% |
| 5Y | +59.7% | +8.2% | +51.5% | +46.1% |
| All | +59.7% | +7.6% | +52.1% | +46.1% |
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