+82.4%
ORCL vs SNY
+9.1%
+73.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -0.7% | -3.6% | +2.9% | -0.2% |
| 30D | +5.1% | -1.9% | +7.1% | +5.4% |
| 3M | -23.7% | -2.0% | -21.8% | -23.7% |
| 6M | +3.1% | +2.5% | +0.5% | +2.3% |
| YTD | -20.8% | -7.0% | -13.8% | -20.2% |
| 1Y | -52.9% | -4.4% | -48.5% | -52.9% |
| 3Y | +25.4% | -8.4% | +33.8% | +24.3% |
| 5Y | +82.4% | +9.5% | +72.9% | +56.3% |
| All | +82.4% | +9.1% | +73.3% | +56.3% |
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 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