+59.0%
BMY vs SNAP
-77.9%
+136.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | -4.8% | -5.0% | +0.2% | -4.6% |
| 30D | -0.7% | -0.7% | +0.1% | -0.7% |
| 3M | +15.3% | -5.0% | +20.3% | +15.4% |
| 6M | +8.5% | +3.5% | +5.0% | +7.9% |
| YTD | +23.4% | -34.2% | +57.6% | +25.0% |
| 1Y | +42.9% | -27.1% | +70.0% | +43.8% |
| 3Y | +22.0% | -43.5% | +65.4% | +21.6% |
| 5Y | +24.3% | -92.9% | +117.2% | +32.4% |
| All | +59.0% | -77.9% | +136.8% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling