+93.3%
SNOW vs IDXX
+7.6%
+85.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -2.4% | -5.7% | +3.3% | -0.4% |
| 30D | -1.0% | -11.5% | +10.6% | +3.2% |
| 3M | +36.9% | -9.5% | +46.4% | +41.0% |
| 6M | +83.4% | -16.0% | +99.3% | +94.0% |
| YTD | +50.0% | -25.4% | +75.4% | +64.9% |
| 1Y | +46.5% | -21.8% | +68.3% | +58.0% |
| 3Y | +93.3% | +7.0% | +86.3% | +84.3% |
| All | +93.3% | +7.6% | +85.8% | +84.3% |
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