+81.0%
BSX vs SNPS
+585.4%
-504.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -10.1% | +0.9% | -11.0% | -10.3% |
| 30D | -16.4% | -3.6% | -12.8% | -16.1% |
| 3M | -8.9% | -12.9% | +4.0% | -6.3% |
| 6M | -38.3% | -8.2% | -30.1% | -38.0% |
| YTD | -54.9% | -15.4% | -39.5% | -54.0% |
| 1Y | -58.8% | -9.3% | -49.5% | -59.3% |
| 3Y | -21.2% | -14.0% | -7.3% | -28.5% |
| 5Y | -3.3% | +19.5% | -22.8% | -27.4% |
| All | +81.0% | +585.4% | -504.4% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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