+171.9%
SAP vs IDXX
+360.5%
-188.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -4.1% | -5.7% | +1.7% | -2.1% |
| 30D | +1.1% | -11.5% | +12.6% | +5.3% |
| 3M | +26.1% | -9.5% | +35.6% | +30.5% |
| 6M | +9.8% | -16.0% | +25.7% | +16.3% |
| YTD | -13.6% | -25.4% | +11.8% | -4.9% |
| 1Y | -18.7% | -21.8% | +3.1% | -12.5% |
| 3Y | +54.1% | +7.0% | +47.1% | +41.9% |
| 5Y | +54.7% | -26.0% | +80.7% | +58.3% |
| All | +171.9% | +360.5% | -188.6% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling