+11.9%
BSX vs SNOW
+36.9%
-25.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.9% |
| 7D | -6.4% | +4.9% | -11.4% | -6.9% |
| 30D | -8.8% | +1.5% | -10.3% | -9.0% |
| 3M | -7.6% | +39.5% | -47.2% | -10.1% |
| 6M | -37.0% | +85.9% | -122.9% | -40.5% |
| YTD | -52.8% | +52.9% | -105.8% | -54.8% |
| 1Y | -58.4% | +48.1% | -106.5% | -60.2% |
| 3Y | -16.5% | +102.2% | -118.7% | -23.5% |
| 5Y | -1.2% | +5.5% | -6.6% | -10.6% |
| All | +11.9% | +36.9% | -25.0% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling