+327.2%
SMH vs IDXX
-26.5%
+353.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +0.3% | -5.7% | +6.0% | +2.8% |
| 30D | -2.8% | -11.5% | +8.8% | +2.2% |
| 3M | -6.7% | -9.5% | +2.8% | -3.8% |
| 6M | +41.8% | -16.0% | +57.7% | +50.7% |
| YTD | +57.9% | -25.4% | +83.3% | +76.7% |
| 1Y | +87.6% | -21.8% | +109.4% | +103.5% |
| 3Y | +282.9% | +7.0% | +275.9% | +231.6% |
| All | +327.2% | -26.5% | +353.7% | +317.3% |
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