-23.0%
IDXX vs SNY
+9.4%
-32.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -5.7% | -3.3% | -2.4% | -4.8% |
| 30D | -11.5% | -2.2% | -9.4% | -11.0% |
| 3M | -9.5% | -3.0% | -6.5% | -8.8% |
| 6M | -16.0% | +2.7% | -18.7% | -16.6% |
| YTD | -25.4% | -6.8% | -18.6% | -24.1% |
| 1Y | -21.8% | -5.3% | -16.5% | -21.0% |
| 3Y | +7.0% | -9.8% | +16.8% | +8.1% |
| All | -23.0% | +9.4% | -32.4% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling