+80.5%
BSX vs SNAP
-77.7%
+158.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | +0.5% |
| 7D | -1.5% | -9.8% | +8.3% | -0.8% |
| 30D | +2.9% | -18.2% | +21.2% | +4.4% |
| 3M | -11.8% | -3.1% | -8.8% | -11.8% |
| 6M | -15.4% | -7.1% | -8.3% | -15.4% |
| YTD | -52.7% | -33.8% | -18.8% | -51.7% |
| 1Y | -56.0% | -39.0% | -16.9% | -54.8% |
| 3Y | -12.5% | -52.8% | +40.4% | -11.6% |
| 5Y | +7.6% | -90.0% | +97.5% | +16.2% |
| All | +80.5% | -77.7% | +158.3% | +56.3% |
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 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