-77.7%
SNAP vs BMRN
-28.8%
-48.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | +0.7% | +2.9% | -2.1% | -0.3% |
| 30D | +2.6% | +11.0% | -8.4% | -1.7% |
| 3M | -9.9% | +17.8% | -27.7% | -15.6% |
| 6M | +1.9% | +10.1% | -8.2% | -2.5% |
| YTD | -32.2% | +11.9% | -44.2% | -35.6% |
| 1Y | -22.8% | +17.2% | -40.1% | -28.8% |
| 3Y | -47.6% | -28.5% | -19.1% | -43.1% |
| 5Y | -92.7% | -21.7% | -71.0% | -92.4% |
| All | -77.7% | -28.8% | -48.8% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling