+544.3%
IDXX vs SWK
+18.1%
+526.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +4.2% | -1.4% | +5.5% | +4.7% |
| 30D | +33.1% | +25.5% | +7.7% | +22.8% |
| 3M | +24.2% | +11.8% | +12.4% | +19.2% |
| 6M | +33.2% | +48.7% | -15.5% | +14.9% |
| YTD | +4.1% | +57.2% | -53.1% | -12.6% |
| 1Y | +0.4% | +75.3% | -74.9% | -19.0% |
| 3Y | +62.9% | +51.9% | +10.9% | +32.0% |
| 5Y | +12.1% | -30.7% | +42.8% | +16.0% |
| All | +544.3% | +18.1% | +526.2% | +424.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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