+35.6%
BMY vs SNAP
-53.8%
+89.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.5% |
| 7D | -0.5% | -7.1% | +6.6% | -0.3% |
| 30D | +4.1% | -14.6% | +18.7% | +4.5% |
| 3M | -2.1% | -5.0% | +2.9% | -2.1% |
| 6M | +12.2% | -18.8% | +31.0% | +12.6% |
| YTD | +20.3% | -38.5% | +58.9% | +21.5% |
| 1Y | +39.2% | -38.1% | +77.3% | +40.5% |
| 3Y | +35.6% | -53.8% | +89.4% | +22.1% |
| All | +35.6% | -53.8% | +89.4% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling