+7.0%
IDXX vs SAN
+352.3%
-345.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.6% | -1.0% |
| 7D | -5.7% | +0.2% | -5.9% | -5.8% |
| 30D | -11.5% | +0.9% | -12.5% | -11.8% |
| 3M | -9.5% | +19.1% | -28.6% | -13.9% |
| 6M | -16.0% | +33.2% | -49.2% | -22.6% |
| YTD | -25.4% | +29.1% | -54.5% | -31.1% |
| 1Y | -21.8% | +50.2% | -72.0% | -30.9% |
| 3Y | +7.0% | +351.0% | -344.0% | -28.7% |
| All | +7.0% | +352.3% | -345.2% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling