-9.1%
IDXX vs SFM
-15.5%
+6.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.5% |
| 7D | -4.3% | -8.8% | +4.5% | -2.8% |
| 30D | -13.7% | -14.5% | +0.8% | -11.7% |
| 3M | -9.1% | -16.8% | +7.8% | -5.9% |
| All | -9.1% | -15.5% | +6.4% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2026-06-10 to 2026-09-10: compounded portfolio wealth divided by compounded SFM 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…
2026-06-10 to 2026-09-10 analysis · Full analysis span regression · Available span rolling