+1,222.6%
SNPS vs ALNY
+4,129.5%
-2,906.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -5.5% | -3.5% | -2.0% | -5.1% |
| 30D | -4.5% | +18.9% | -23.4% | -6.5% |
| 3M | -15.5% | -13.3% | -2.2% | -14.8% |
| 6M | -10.1% | -20.3% | +10.2% | -8.7% |
| YTD | -16.3% | -35.1% | +18.8% | -13.1% |
| 1Y | -34.9% | -46.5% | +11.6% | -30.9% |
| 3Y | -14.4% | +28.1% | -42.4% | -19.3% |
| 5Y | +17.9% | +36.1% | -18.2% | +7.7% |
| 10Y | +574.2% | +269.7% | +304.6% | +422.4% |
| All | +1,222.6% | +4,129.5% | -2,906.9% | +932.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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