+14.6%
SNOW vs BMY
+35.9%
-21.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.6% |
| 7D | +5.5% | +2.1% | +3.4% | +5.5% |
| 30D | -13.2% | +7.0% | -20.2% | -13.1% |
| 3M | -13.7% | -0.9% | -12.9% | -13.6% |
| 6M | +91.0% | +14.9% | +76.1% | +91.2% |
| YTD | +32.7% | +22.8% | +9.8% | +32.4% |
| 1Y | +13.3% | +36.2% | -23.0% | +12.6% |
| 3Y | +83.4% | +45.7% | +37.7% | +80.9% |
| 5Y | -24.7% | +31.3% | -56.0% | -25.8% |
| All | +14.6% | +35.9% | -21.3% | +10.6% |
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