+3.3%
SNOW vs BDX
-2.2%
+5.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -2.4% | -3.2% | +0.7% | -1.7% |
| 30D | -1.0% | -2.5% | +1.6% | -0.4% |
| 3M | +36.9% | +21.4% | +15.4% | +30.6% |
| 6M | +83.4% | +10.4% | +72.9% | +78.4% |
| YTD | +50.0% | +18.8% | +31.1% | +43.2% |
| 1Y | +46.5% | +21.7% | +24.8% | +39.0% |
| 3Y | +93.3% | -10.0% | +103.3% | +98.4% |
| All | +3.3% | -2.2% | +5.6% | +5.5% |
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 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