0.0%
SHOP vs IDXX
-16.0%
+16.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.2% |
| 7D | -5.1% | -3.5% | -1.6% | -3.2% |
| 30D | +0.6% | -8.4% | +9.0% | +5.7% |
| 3M | +25.0% | -5.2% | +30.2% | +28.5% |
| 6M | +11.9% | -17.5% | +29.4% | +22.2% |
| YTD | -9.9% | -20.9% | +11.0% | +0.3% |
| 1Y | 0.0% | -16.4% | +16.4% | +12.1% |
| All | 0.0% | -16.0% | +16.0% | +12.1% |
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