+328.9%
ORCL vs SNY
+64.5%
+264.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -5.4% | -3.3% | -2.0% | -4.5% |
| 30D | -2.0% | -2.2% | +0.2% | -1.5% |
| 3M | -18.1% | -3.0% | -15.0% | -17.6% |
| 6M | -7.2% | +2.7% | -10.0% | -8.5% |
| YTD | -22.2% | -6.8% | -15.3% | -21.2% |
| 1Y | -50.6% | -5.3% | -45.4% | -50.4% |
| 3Y | +22.9% | -9.8% | +32.6% | +21.5% |
| 5Y | +79.3% | +9.7% | +69.6% | +59.9% |
| All | +328.9% | +64.5% | +264.4% | +227.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling