-16.5%
BSX vs SNAP
-43.9%
+27.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.9% |
| 7D | -6.4% | +1.5% | -7.9% | -6.5% |
| 30D | -8.8% | +1.9% | -10.7% | -8.9% |
| 3M | -7.6% | -3.9% | -3.7% | -7.7% |
| 6M | -37.0% | +5.2% | -42.2% | -37.4% |
| YTD | -52.8% | -32.7% | -20.1% | -52.1% |
| 1Y | -58.4% | -24.8% | -33.6% | -58.0% |
| 3Y | -16.5% | -42.2% | +25.7% | -19.4% |
| All | -16.5% | -43.9% | +27.4% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling