+45.4%
SMR vs IDXX
+7.6%
+37.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.4% | -15.3% | -15.5% |
| 7D | -11.2% | -5.7% | -5.5% | -9.0% |
| 30D | -10.2% | -11.5% | +1.3% | -5.5% |
| 3M | -10.0% | -9.5% | -0.5% | -7.2% |
| 6M | -30.5% | -16.0% | -14.5% | -25.5% |
| YTD | -39.2% | -25.4% | -13.8% | -31.1% |
| 1Y | -75.5% | -21.8% | -53.8% | -72.9% |
| 3Y | +45.4% | +7.0% | +38.4% | +9.0% |
| All | +45.4% | +7.6% | +37.9% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling