+91.2%
BSX vs SNAP
-77.2%
+168.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +2.1% |
| 7D | +2.0% | +0.7% | +1.3% | +2.0% |
| 30D | +0.1% | +2.6% | -2.5% | -0.1% |
| 3M | -2.1% | -9.9% | +7.7% | -1.7% |
| 6M | -33.8% | +1.9% | -35.7% | -34.3% |
| YTD | -49.9% | -32.2% | -17.7% | -48.9% |
| 1Y | -55.4% | -22.8% | -32.6% | -55.1% |
| 3Y | -10.9% | -47.6% | +36.8% | -10.7% |
| 5Y | +6.4% | -92.7% | +99.1% | +18.1% |
| All | +91.2% | -77.2% | +168.4% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling