-77.5%
SNAP vs BMRN
-29.9%
-47.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.2% | +3.3% |
| 7D | -3.2% | -1.4% | -1.8% | -2.6% |
| 30D | +0.2% | -5.8% | +6.0% | +2.5% |
| 3M | +2.6% | +16.6% | -14.0% | -3.5% |
| 6M | +12.4% | +7.6% | +4.8% | +8.6% |
| YTD | -31.6% | +10.2% | -41.8% | -34.6% |
| 1Y | -21.7% | +20.2% | -41.9% | -28.5% |
| 3Y | -41.2% | -27.4% | -13.8% | -36.6% |
| 5Y | -92.6% | -16.0% | -76.6% | -92.4% |
| All | -77.5% | -29.9% | -47.5% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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