-23.0%
IDXX vs SBAC
-43.5%
+20.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.2% |
| 7D | -5.7% | -2.1% | -3.6% | -5.0% |
| 30D | -11.5% | +2.0% | -13.6% | -12.3% |
| 3M | -9.5% | -8.3% | -1.2% | -6.9% |
| 6M | -16.0% | +0.3% | -16.3% | -17.6% |
| YTD | -25.4% | -2.2% | -23.2% | -26.4% |
| 1Y | -21.8% | -4.6% | -17.1% | -22.0% |
| 3Y | +7.0% | -8.3% | +15.3% | +4.8% |
| All | -23.0% | -43.5% | +20.5% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling