+4,901.1%
SNPS vs BDX
+4,771.0%
+130.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.0% |
| 7D | -11.0% | -2.5% | -8.5% | -10.3% |
| 30D | -1.7% | +8.3% | -10.0% | -4.1% |
| 3M | -20.4% | +24.4% | -44.7% | -25.6% |
| 6M | -8.6% | +9.2% | -17.8% | -11.5% |
| YTD | -16.2% | +22.7% | -38.9% | -21.7% |
| 1Y | -34.6% | +25.9% | -60.5% | -39.4% |
| 3Y | -14.5% | -10.5% | -4.0% | -13.9% |
| 5Y | +17.0% | +1.9% | +15.1% | +12.4% |
| 10Y | +560.0% | +58.7% | +501.3% | +453.6% |
| All | +4,901.1% | +4,771.0% | +130.2% | +1,416.2% |
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