+45.5%
SRE vs IDXX
-26.5%
+72.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.8% | -5.7% | +4.9% | 0.0% |
| 30D | -3.0% | -11.5% | +8.5% | -1.3% |
| 3M | -8.3% | -9.5% | +1.2% | -7.2% |
| 6M | -8.9% | -16.0% | +7.0% | -6.9% |
| YTD | -4.3% | -25.4% | +21.1% | -0.3% |
| 1Y | +2.7% | -21.8% | +24.5% | +5.9% |
| 3Y | +28.7% | +7.0% | +21.6% | +22.4% |
| All | +45.5% | -26.5% | +72.0% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling