-20.7%
SNAP vs IDXX
-2.6%
-18.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.9% | +2.0% | +4.3% |
| 7D | -0.7% | +24.1% | -24.8% | -9.4% |
| 30D | +5.5% | +32.5% | -27.0% | -7.5% |
| 3M | +2.2% | +18.8% | -16.5% | -4.0% |
| 6M | -4.1% | +24.0% | -28.1% | -12.5% |
| YTD | -26.6% | +3.3% | -29.9% | -27.6% |
| 1Y | -20.7% | -3.3% | -17.5% | -21.7% |
| All | -20.7% | -2.6% | -18.1% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling