-14.0%
SNPS vs IDXX
+7.6%
-21.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +0.9% | -5.7% | +6.6% | +2.9% |
| 30D | -3.6% | -11.5% | +7.9% | +0.2% |
| 3M | -12.9% | -9.5% | -3.4% | -10.5% |
| 6M | -8.2% | -16.0% | +7.7% | -3.3% |
| YTD | -15.4% | -25.4% | +10.0% | -6.9% |
| 1Y | -9.3% | -21.8% | +12.5% | -2.7% |
| 3Y | -14.0% | +7.0% | -21.0% | -18.5% |
| All | -14.0% | +7.6% | -21.5% | -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 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