+60.7%
BMY vs SNPS
+585.4%
-524.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -4.8% | +0.9% | -5.7% | -4.8% |
| 30D | -0.1% | -3.6% | +3.5% | +0.1% |
| 3M | +13.1% | -12.9% | +26.0% | +14.3% |
| 6M | +8.4% | -8.2% | +16.6% | +8.5% |
| YTD | +22.0% | -15.4% | +37.4% | +22.9% |
| 1Y | +40.3% | -9.3% | +49.6% | +39.8% |
| 3Y | +20.5% | -14.0% | +34.5% | +14.9% |
| 5Y | +23.7% | +19.5% | +4.2% | +6.9% |
| All | +60.7% | +585.4% | -524.7% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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