+56.6%
BMY vs SNAP
-79.2%
+135.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | +1.8% | -10.6% | +12.3% | +2.2% |
| 30D | +6.2% | -19.7% | +26.0% | +7.1% |
| 3M | -2.1% | -6.5% | +4.4% | -2.1% |
| 6M | +14.3% | -17.8% | +32.0% | +14.8% |
| YTD | +21.6% | -38.0% | +59.6% | +23.2% |
| 1Y | +38.8% | -42.5% | +81.3% | +41.1% |
| 3Y | +42.9% | -55.8% | +98.8% | +44.0% |
| 5Y | +30.1% | -90.5% | +120.6% | +36.3% |
| All | +56.6% | -79.2% | +135.8% | +42.5% |
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