+52.0%
SNOW vs IDXX
-16.0%
+68.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.9% |
| 7D | +2.8% | -3.5% | +6.3% | +4.3% |
| 30D | +6.4% | -8.4% | +14.9% | +10.3% |
| 3M | +38.1% | -5.2% | +43.3% | +40.3% |
| 6M | +100.4% | -17.5% | +117.9% | +112.7% |
| YTD | +53.7% | -20.9% | +74.6% | +65.4% |
| 1Y | +52.0% | -16.4% | +68.4% | +63.4% |
| All | +52.0% | -16.0% | +68.0% | +63.4% |
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