-19.5%
SAP vs IDXX
-16.0%
-3.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.3% |
| 7D | -2.9% | -3.5% | +0.6% | -1.6% |
| 30D | +9.0% | -8.4% | +17.5% | +12.7% |
| 3M | +14.9% | -5.2% | +20.1% | +17.2% |
| 6M | +11.9% | -17.5% | +29.4% | +17.7% |
| YTD | -9.9% | -20.9% | +11.0% | -4.1% |
| 1Y | -19.5% | -16.4% | -3.1% | -15.6% |
| All | -19.5% | -16.0% | -3.5% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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