-2.1%
SHOP vs IDXX
-16.7%
+14.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +1.1% |
| 7D | -13.2% | -4.3% | -8.9% | -10.1% |
| 30D | -17.0% | -13.7% | -3.4% | -7.1% |
| 3M | +17.0% | -9.1% | +26.1% | +25.1% |
| 6M | -2.1% | -15.4% | +13.3% | +11.7% |
| All | -2.1% | -16.7% | +14.6% | +11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling