+11.7%
IDXX vs SWK
+15.2%
-3.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.0% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -11.3% | -8.9% | -2.4% | -8.8% |
| 3M | -7.3% | +20.5% | -27.8% | -12.9% |
| 6M | -14.5% | +27.1% | -41.6% | -21.3% |
| YTD | -23.1% | +30.2% | -53.3% | -29.9% |
| 1Y | -20.3% | +24.8% | -45.1% | -26.7% |
| 3Y | +11.7% | +16.3% | -4.6% | +4.5% |
| All | +11.7% | +15.2% | -3.5% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling