+5.0%
SYK vs SNY
+9.3%
-4.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -12.3% | -3.6% | -8.7% | -11.5% |
| 30D | -22.4% | -1.9% | -20.5% | -22.0% |
| 3M | -12.3% | -2.0% | -10.4% | -11.9% |
| 6M | -24.3% | +2.5% | -26.9% | -24.6% |
| YTD | -22.8% | -7.0% | -15.8% | -21.7% |
| 1Y | -28.8% | -4.4% | -24.4% | -28.2% |
| 3Y | -4.0% | -8.4% | +4.4% | -3.5% |
| All | +5.0% | +9.3% | -4.3% | -2.2% |
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 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