+580.9%
VRSK vs SNY
+132.3%
+448.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.2% | -3.3% | -1.8% | -4.3% |
| 30D | -2.3% | -2.2% | -0.2% | -1.7% |
| 3M | -2.9% | -3.0% | +0.1% | -2.1% |
| 6M | -12.8% | +2.7% | -15.5% | -13.6% |
| YTD | -20.8% | -6.8% | -14.0% | -19.6% |
| 1Y | -33.2% | -5.3% | -28.0% | -32.7% |
| 3Y | -26.6% | -9.8% | -16.8% | -26.7% |
| 5Y | -11.3% | +9.7% | -21.0% | -18.0% |
| 10Y | +126.1% | +64.5% | +61.6% | +85.2% |
| All | +580.9% | +132.3% | +448.6% | +392.3% |
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 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