+64.9%
BMY vs SNAP
-77.2%
+142.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.2% | -1.7% |
| 7D | +0.4% | +0.7% | -0.4% | +0.3% |
| 30D | +5.0% | +2.6% | +2.4% | +4.8% |
| 3M | +19.4% | -9.9% | +29.3% | +19.7% |
| 6M | +9.5% | +1.9% | +7.7% | +9.0% |
| YTD | +28.1% | -32.2% | +60.3% | +29.5% |
| 1Y | +50.0% | -22.8% | +72.8% | +50.5% |
| 3Y | +24.1% | -47.6% | +71.7% | +24.2% |
| 5Y | +25.0% | -92.7% | +117.7% | +33.0% |
| All | +64.9% | -77.2% | +142.1% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling