-90.0%
SNAP vs BDX
+24.6%
-114.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.5% |
| 7D | -9.8% | +2.5% | -12.3% | -10.6% |
| 30D | -18.2% | +13.6% | -31.8% | -21.8% |
| 3M | -3.1% | +18.9% | -22.0% | -8.8% |
| 6M | -7.1% | +51.8% | -58.9% | -19.7% |
| YTD | -33.8% | +43.3% | -77.2% | -41.9% |
| 1Y | -39.0% | +48.0% | -87.0% | -47.1% |
| 3Y | -52.8% | +23.7% | -76.5% | -58.0% |
| 5Y | -90.0% | +24.9% | -114.9% | -90.8% |
| All | -90.0% | +24.6% | -114.5% | -90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling