+29.6%
SNOW vs IDXX
+35.4%
-5.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | -2.4% | -5.7% | +3.3% | +1.2% |
| 30D | -1.0% | -11.5% | +10.6% | +6.6% |
| 3M | +36.9% | -9.5% | +46.4% | +43.9% |
| 6M | +83.4% | -16.0% | +99.3% | +102.3% |
| YTD | +50.0% | -25.4% | +75.4% | +78.1% |
| 1Y | +46.5% | -21.8% | +68.3% | +66.3% |
| 3Y | +93.3% | +7.0% | +86.3% | +57.9% |
| 5Y | +3.3% | -26.0% | +29.2% | +8.4% |
| All | +29.6% | +35.4% | -5.8% | -18.5% |
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 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