+8,276.7%
IDXX vs SBAC
+2,110.4%
+6,166.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.2% | -1.3% |
| 7D | -4.3% | -5.3% | +1.0% | -3.6% |
| 30D | -13.7% | +0.4% | -14.0% | -13.7% |
| 3M | -9.1% | -11.9% | +2.8% | -7.6% |
| 6M | -15.4% | -4.5% | -10.9% | -15.3% |
| YTD | -25.1% | -4.3% | -20.8% | -25.1% |
| 1Y | -20.6% | -3.9% | -16.7% | -20.7% |
| 3Y | +8.7% | -11.0% | +19.7% | +9.2% |
| 5Y | -25.7% | -44.1% | +18.4% | -20.6% |
| 10Y | +360.6% | +81.6% | +279.0% | +328.8% |
| All | +8,276.7% | +2,110.4% | +6,166.3% | +4,559.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling