+1,556.2%
ZBRA vs SNY
+241.9%
+1,314.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -3.4% | -3.3% | -0.1% | -2.2% |
| 30D | -7.4% | -2.2% | -5.2% | -6.7% |
| 3M | +57.5% | -3.0% | +60.5% | +58.9% |
| 6M | +64.0% | +2.7% | +61.2% | +61.6% |
| YTD | +44.3% | -6.8% | +51.1% | +47.0% |
| 1Y | +10.9% | -5.3% | +16.1% | +11.9% |
| 3Y | +37.5% | -9.8% | +47.3% | +36.7% |
| 5Y | -39.7% | +9.7% | -49.3% | -45.7% |
| 10Y | +429.9% | +64.5% | +365.4% | +299.8% |
| All | +1,556.2% | +241.9% | +1,314.2% | +764.1% |
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