+61.4%
IDXX vs SWK
+50.4%
+11.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | +0.1% |
| 7D | +4.1% | -2.0% | +6.0% | +4.7% |
| 30D | +34.2% | +24.6% | +9.6% | +25.4% |
| 3M | +22.3% | +10.8% | +11.5% | +18.3% |
| 6M | +30.7% | +46.1% | -15.3% | +15.9% |
| YTD | +3.2% | +56.8% | -53.7% | -11.0% |
| 1Y | -2.2% | +72.7% | -74.9% | -18.1% |
| All | +61.4% | +50.4% | +11.1% | +33.3% |
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