-78.3%
SNAP vs IDXX
+250.4%
-328.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.6% |
| 7D | -5.0% | -4.4% | -0.6% | -2.2% |
| 30D | -0.7% | -13.5% | +12.8% | +8.9% |
| 3M | -5.0% | -11.0% | +6.0% | +2.3% |
| 6M | +3.5% | -15.6% | +19.1% | +15.5% |
| YTD | -34.2% | -23.9% | -10.3% | -21.6% |
| 1Y | -27.1% | -21.4% | -5.6% | -16.4% |
| 3Y | -43.5% | +10.6% | -54.0% | -52.6% |
| 5Y | -92.9% | -23.9% | -69.0% | -92.5% |
| All | -78.3% | +250.4% | -328.8% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling