-20.4%
SNPS vs BDX
+25.0%
-45.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.6% |
| 7D | -11.0% | -2.5% | -8.5% | -11.4% |
| 30D | -1.7% | +8.3% | -10.0% | -1.1% |
| 3M | -20.4% | +24.4% | -44.7% | -16.6% |
| All | -20.4% | +25.0% | -45.3% | -16.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling