+22.3%
BMY vs SNAP
-92.9%
+115.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.2% |
| 7D | -3.3% | +1.5% | -4.8% | -3.4% |
| 30D | 0.0% | +1.9% | -1.9% | -0.1% |
| 3M | +17.7% | -3.9% | +21.6% | +17.7% |
| 6M | +9.6% | +5.2% | +4.4% | +9.1% |
| YTD | +24.0% | -32.7% | +56.7% | +24.9% |
| 1Y | +45.1% | -24.8% | +69.9% | +45.6% |
| 3Y | +22.5% | -42.2% | +64.7% | +22.2% |
| 5Y | +22.3% | -92.7% | +115.0% | +26.3% |
| All | +22.3% | -92.9% | +115.2% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling