+935.7%
BSX vs SNPS
+6,288.8%
-5,353.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +3.7% | +1.1% | +2.7% | +3.5% |
| 30D | +3.1% | -5.2% | +8.3% | +3.9% |
| 3M | -14.2% | +10.6% | -24.8% | -16.7% |
| 6M | -16.4% | -10.6% | -5.8% | -15.7% |
| YTD | -53.5% | -3.1% | -50.4% | -54.3% |
| 1Y | -57.8% | +15.6% | -73.3% | -59.9% |
| 3Y | -17.4% | -12.9% | -4.5% | -20.9% |
| 5Y | +5.4% | +31.2% | -25.8% | -8.6% |
| 10Y | +106.2% | +663.4% | -557.1% | +27.5% |
| All | +935.7% | +6,288.8% | -5,353.1% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling