+7,347.1%
SHOP vs IDXX
+644.7%
+6,702.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +1.1% |
| 7D | -13.2% | -4.3% | -8.9% | -10.2% |
| 30D | -17.0% | -13.7% | -3.4% | -7.7% |
| 3M | +17.0% | -9.1% | +26.1% | +25.1% |
| 6M | -2.1% | -15.4% | +13.3% | +10.4% |
| YTD | -21.4% | -25.1% | +3.8% | -3.0% |
| 1Y | -11.0% | -20.6% | +9.6% | +3.5% |
| 3Y | +100.9% | +8.7% | +92.2% | +65.7% |
| 5Y | -14.7% | -25.7% | +11.0% | -4.7% |
| 10Y | +2,984.8% | +360.6% | +2,624.2% | +1,081.1% |
| All | +7,347.1% | +644.7% | +6,702.3% | +2,623.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling