+9.8%
SNY vs COO
-52.2%
+62.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.7% | +14.4% | +3.0% |
| 7D | -3.6% | -23.3% | +19.7% | +2.1% |
| 30D | -1.9% | -29.5% | +27.6% | +5.9% |
| 3M | -2.0% | -20.0% | +18.0% | +2.7% |
| 6M | +2.5% | -27.2% | +29.7% | +9.5% |
| YTD | -7.0% | -33.9% | +27.0% | +1.5% |
| 1Y | -4.4% | -19.9% | +15.5% | -0.2% |
| 3Y | -8.4% | -38.1% | +29.7% | -0.5% |
| All | +9.8% | -52.2% | +62.1% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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