-78.5%
SNAP vs BDX
+79.1%
-157.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +6.0% | +2.9% | +3.1% | +5.1% |
| 30D | -13.8% | +15.4% | -29.2% | -17.8% |
| 3M | -0.8% | +20.5% | -21.3% | -6.9% |
| 6M | -6.2% | +53.2% | -59.4% | -18.9% |
| YTD | -34.8% | +45.7% | -80.5% | -42.9% |
| 1Y | -38.7% | +47.3% | -86.0% | -46.5% |
| 3Y | -53.5% | +25.1% | -78.5% | -58.1% |
| 5Y | -90.2% | +27.4% | -117.6% | -91.3% |
| All | -78.5% | +79.1% | -157.6% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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