+918.6%
SMCI vs IDXX
-23.2%
+941.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.0% | -9.3% | -8.8% |
| 7D | -7.2% | -4.8% | -2.4% | -5.1% |
| 30D | -7.8% | -7.5% | -0.3% | -4.7% |
| 3M | +20.6% | -9.1% | +29.8% | +24.1% |
| 6M | +19.5% | -11.2% | +30.7% | +25.2% |
| YTD | +25.5% | -24.7% | +50.2% | +42.3% |
| 1Y | -18.4% | -20.5% | +2.2% | -10.8% |
| 3Y | +35.7% | +10.3% | +25.4% | +23.3% |
| 5Y | +918.6% | -23.0% | +941.5% | +846.4% |
| All | +918.6% | -23.2% | +941.7% | +846.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling