+4,943.4%
SNPS vs IDXX
+40,422.4%
-35,479.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | -4.6% | -4.3% | -0.3% | -3.5% |
| 30D | -3.3% | -13.7% | +10.3% | +0.5% |
| 3M | -13.8% | -9.1% | -4.7% | -11.9% |
| 6M | -8.2% | -15.4% | +7.2% | -4.5% |
| YTD | -15.4% | -25.1% | +9.7% | -8.9% |
| 1Y | +2.4% | -20.6% | +23.0% | +7.9% |
| 3Y | -13.5% | +8.7% | -22.2% | -17.8% |
| 5Y | +19.5% | -25.7% | +45.1% | +24.8% |
| 10Y | +581.0% | +360.6% | +220.4% | +358.8% |
| All | +4,943.4% | +40,422.4% | -35,479.0% | +731.6% |
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