+53,483.3%
IDXX vs SAN
+2,336.3%
+51,147.0%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | -4.3% | -2.8% | -1.5% | -3.7% |
| 30D | -13.7% | -0.5% | -13.1% | -13.6% |
| 3M | -9.1% | +22.7% | -31.8% | -13.6% |
| 6M | -15.4% | +28.8% | -44.2% | -20.7% |
| YTD | -25.1% | +26.3% | -51.4% | -29.8% |
| 1Y | -20.6% | +48.8% | -69.4% | -28.4% |
| 3Y | +8.7% | +347.2% | -338.5% | -25.4% |
| 5Y | -25.7% | +383.8% | -409.5% | -50.9% |
| 10Y | +360.6% | +335.5% | +25.2% | +191.8% |
| All | +53,483.3% | +2,336.3% | +51,147.0% | +21,183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling