-61.0%
SNAP vs BBIO
+136.7%
-197.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +3.8% | -3.2% | +7.0% | +4.5% |
| 30D | +9.2% | -13.6% | +22.8% | +12.6% |
| 3M | +6.6% | +7.2% | -0.7% | +4.5% |
| 6M | +16.9% | +1.5% | +15.4% | +15.9% |
| YTD | -29.6% | -5.3% | -24.3% | -29.6% |
| 1Y | -22.1% | +37.7% | -59.8% | -28.6% |
| 3Y | -39.8% | +153.9% | -193.7% | -53.9% |
| 5Y | -92.4% | +43.9% | -136.2% | -95.4% |
| All | -61.0% | +136.7% | -197.7% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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