+18.9%
SWKS vs IDXX
-2.6%
+21.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.9% | -6.8% | -3.1% |
| 7D | -4.9% | +24.1% | -29.0% | -5.9% |
| 30D | -1.2% | +32.5% | -33.7% | -3.2% |
| 3M | +24.2% | +18.8% | +5.4% | +24.6% |
| 6M | +21.5% | +24.0% | -2.6% | +20.3% |
| YTD | +33.5% | +3.3% | +30.2% | +38.2% |
| 1Y | +18.9% | -3.3% | +22.2% | +27.3% |
| All | +18.9% | -2.6% | +21.5% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling