+13,053.1%
SHW vs IDXX
+53,734.7%
-40,681.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -3.1% | -5.7% | +2.6% | -2.1% |
| 30D | -10.0% | -11.5% | +1.5% | -8.1% |
| 3M | +2.3% | -9.5% | +11.8% | +4.0% |
| 6M | +0.7% | -16.0% | +16.6% | +3.7% |
| YTD | +0.5% | -25.4% | +25.9% | +5.5% |
| 1Y | -11.5% | -21.8% | +10.3% | -8.0% |
| 3Y | +21.3% | +7.0% | +14.3% | +17.5% |
| 5Y | +12.5% | -26.0% | +38.5% | +14.3% |
| 10Y | +287.3% | +358.9% | -71.6% | +197.4% |
| All | +13,053.1% | +53,734.7% | -40,681.5% | +5,705.0% |
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