+29.8%
SNOW vs BMY
+35.2%
-5.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -7.5% | -6.4% | -1.1% | -7.5% |
| 30D | -1.3% | +0.2% | -1.5% | -1.3% |
| 3M | +37.4% | +16.0% | +21.5% | +37.6% |
| 6M | +88.1% | +8.3% | +79.7% | +88.2% |
| YTD | +50.3% | +22.2% | +28.1% | +49.8% |
| 1Y | +46.0% | +41.7% | +4.3% | +44.7% |
| 3Y | +98.7% | +20.7% | +78.0% | +98.3% |
| 5Y | +3.5% | +23.9% | -20.4% | +2.6% |
| All | +29.8% | +35.2% | -5.3% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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