-20.6%
IDXX vs SWK
+21.4%
-42.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.9% |
| 7D | -4.3% | -6.7% | +2.4% | -2.4% |
| 30D | -13.7% | -13.5% | -0.2% | -10.0% |
| 3M | -9.1% | +16.2% | -25.2% | -13.2% |
| 6M | -15.4% | +22.7% | -38.1% | -20.5% |
| YTD | -25.1% | +23.8% | -49.0% | -29.6% |
| 1Y | -20.6% | +20.9% | -41.5% | -24.4% |
| All | -20.6% | +21.4% | -42.0% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling