+30.5%
SNOW vs BDX
+15.0%
+15.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | +8.4% | -3.6% | +11.9% | +9.2% |
| 30D | -1.0% | +0.7% | -1.6% | -1.1% |
| 3M | +38.3% | +19.0% | +19.4% | +33.5% |
| 6M | +81.3% | +10.8% | +70.5% | +76.9% |
| YTD | +51.1% | +20.1% | +31.0% | +45.1% |
| 1Y | +47.0% | +23.1% | +23.9% | +40.3% |
| 3Y | +99.7% | -8.8% | +108.6% | +102.1% |
| 5Y | +3.6% | -1.4% | +5.0% | +1.9% |
| All | +30.5% | +15.0% | +15.6% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling