+2,174.3%
ORCL vs SNY
+245.1%
+1,929.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +3.3% |
| 7D | +15.0% | -2.7% | +17.7% | +16.2% |
| 30D | +10.5% | -0.7% | +11.2% | +10.7% |
| 3M | -23.0% | -1.6% | -21.4% | -22.9% |
| 6M | +7.0% | +2.3% | +4.7% | +5.1% |
| YTD | -15.8% | -6.0% | -9.8% | -14.7% |
| 1Y | -31.1% | -2.7% | -28.4% | -31.6% |
| 3Y | +33.3% | -7.5% | +40.7% | +29.5% |
| 5Y | +94.3% | +6.7% | +87.6% | +73.4% |
| 10Y | +363.4% | +62.3% | +301.1% | +229.4% |
| All | +2,174.3% | +245.1% | +1,929.2% | +864.2% |
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