+120.1%
SMTC vs IDXX
-26.5%
+146.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | +13.1% | -5.7% | +18.8% | +16.0% |
| 30D | +19.5% | -11.5% | +31.0% | +25.8% |
| 3M | +2.2% | -9.5% | +11.8% | +4.9% |
| 6M | +94.9% | -16.0% | +110.8% | +106.9% |
| YTD | +127.0% | -25.4% | +152.3% | +155.2% |
| 1Y | +174.6% | -21.8% | +196.3% | +198.4% |
| 3Y | +615.9% | +7.0% | +608.9% | +512.5% |
| All | +120.1% | -26.5% | +146.6% | +122.0% |
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 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