-16.5%
SOUN vs IDXX
+11.7%
-28.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | -7.1% | -5.7% | -1.4% | -4.4% |
| 30D | -15.4% | -11.5% | -3.9% | -10.2% |
| 3M | -10.6% | -9.5% | -1.0% | -6.8% |
| 6M | -19.6% | -16.0% | -3.7% | -12.9% |
| YTD | -37.2% | -25.4% | -11.8% | -28.0% |
| 1Y | -57.1% | -21.8% | -35.3% | -52.1% |
| 3Y | +178.2% | +7.0% | +171.2% | +156.1% |
| All | -16.5% | +11.7% | -28.3% | -6.6% |
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