-76.8%
SNAP vs IDXX
+243.3%
-320.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | +3.8% | -5.7% | +9.6% | +7.9% |
| 30D | +9.2% | -11.5% | +20.8% | +17.9% |
| 3M | +6.6% | -9.5% | +16.1% | +13.5% |
| 6M | +16.9% | -16.0% | +32.8% | +30.6% |
| YTD | -29.6% | -25.4% | -4.2% | -15.1% |
| 1Y | -22.1% | -21.8% | -0.3% | -10.5% |
| 3Y | -39.8% | +7.0% | -46.9% | -48.4% |
| 5Y | -92.4% | -26.0% | -66.4% | -91.8% |
| All | -76.8% | +243.3% | -320.1% | -90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling