+352.1%
IDXX vs SWK
-1.4%
+353.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.7% | -7.5% | +1.8% | -3.1% |
| 30D | -11.5% | -12.5% | +1.0% | -7.3% |
| 3M | -9.5% | +8.3% | -17.8% | -12.4% |
| 6M | -16.0% | +23.4% | -39.3% | -22.8% |
| YTD | -25.4% | +23.8% | -49.2% | -31.8% |
| 1Y | -21.8% | +17.0% | -38.8% | -27.4% |
| 3Y | +7.0% | +10.7% | -3.6% | -2.8% |
| 5Y | -26.0% | -42.5% | +16.5% | -18.2% |
| All | +352.1% | -1.4% | +353.5% | +288.4% |
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