+6.9%
BSX vs SNOW
+34.3%
-27.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -10.1% | -2.4% | -7.7% | -9.9% |
| 30D | -16.4% | -1.0% | -15.4% | -16.5% |
| 3M | -8.9% | +36.9% | -45.7% | -11.2% |
| 6M | -38.3% | +83.4% | -121.6% | -41.7% |
| YTD | -54.9% | +50.0% | -104.9% | -56.8% |
| 1Y | -58.8% | +46.5% | -105.3% | -60.5% |
| 3Y | -21.2% | +93.3% | -114.6% | -27.6% |
| 5Y | -3.3% | +3.3% | -6.6% | -12.4% |
| All | +6.9% | +34.3% | -27.3% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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