-59.0%
BSX vs SNAP
-23.8%
-35.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -4.4% |
| 7D | -8.2% | -3.2% | -5.0% | -8.0% |
| 30D | -15.8% | +0.2% | -16.0% | -15.9% |
| 3M | -10.8% | +2.6% | -13.4% | -11.4% |
| 6M | -38.4% | +12.4% | -50.8% | -38.8% |
| YTD | -54.8% | -31.6% | -23.2% | -53.7% |
| 1Y | -59.0% | -21.7% | -37.3% | -57.9% |
| All | -59.0% | -23.8% | -35.3% | -57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling