+352.1%
IDXX vs SNY
+64.5%
+287.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -5.7% | -3.3% | -2.4% | -4.5% |
| 30D | -11.5% | -2.2% | -9.4% | -10.8% |
| 3M | -9.5% | -3.0% | -6.5% | -8.5% |
| 6M | -16.0% | +2.7% | -18.7% | -16.9% |
| YTD | -25.4% | -6.8% | -18.6% | -23.6% |
| 1Y | -21.8% | -5.3% | -16.5% | -20.7% |
| 3Y | +7.0% | -9.8% | +16.8% | +7.7% |
| 5Y | -26.0% | +9.7% | -35.6% | -33.5% |
| All | +352.1% | +64.5% | +287.6% | +248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling