+71.9%
BSX vs SNAP
-76.3%
+148.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.5% |
| 7D | -10.1% | +3.8% | -13.9% | -10.3% |
| 30D | -16.4% | +9.2% | -25.6% | -17.0% |
| 3M | -8.9% | +6.6% | -15.4% | -9.6% |
| 6M | -38.3% | +16.9% | -55.1% | -39.4% |
| YTD | -54.9% | -29.6% | -25.3% | -54.2% |
| 1Y | -58.8% | -22.1% | -36.7% | -58.5% |
| 3Y | -21.2% | -39.8% | +18.6% | -21.9% |
| 5Y | -3.3% | -92.4% | +89.0% | +6.9% |
| All | +71.9% | -76.3% | +148.3% | +48.4% |
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