-15.4%
IDXX vs SM
+52.8%
-68.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.6% |
| 7D | -4.3% | +2.1% | -6.4% | -3.9% |
| 30D | -13.7% | +18.1% | -31.8% | -11.2% |
| 3M | -9.1% | +17.0% | -26.0% | -6.9% |
| 6M | -15.4% | +55.4% | -70.8% | -8.2% |
| All | -15.4% | +52.8% | -68.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 6mo: compounded portfolio wealth divided by compounded SM 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…
6mo analysis · Full analysis span regression · 6 months rolling