-39.8%
SNAP vs IDXX
+7.6%
-47.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | +3.8% | -5.7% | +9.6% | +6.8% |
| 30D | +9.2% | -11.5% | +20.8% | +15.6% |
| 3M | +6.6% | -9.5% | +16.1% | +11.7% |
| 6M | +16.9% | -16.0% | +32.8% | +26.8% |
| YTD | -29.6% | -25.4% | -4.2% | -19.5% |
| 1Y | -22.1% | -21.8% | -0.3% | -13.6% |
| 3Y | -39.8% | +7.0% | -46.9% | -48.7% |
| All | -39.8% | +7.6% | -47.4% | -48.7% |
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 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