-36.5%
SWKS vs IDXX
+12.2%
-48.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +9.4% | +4.2% | +5.3% | +7.5% |
| 30D | +17.0% | +33.1% | -16.1% | +1.7% |
| 3M | +28.9% | +24.2% | +4.7% | +15.3% |
| 6M | +33.1% | +33.2% | -0.1% | +14.5% |
| YTD | +44.8% | +4.1% | +40.7% | +39.0% |
| 1Y | +36.2% | +0.4% | +35.8% | +33.0% |
| 3Y | +11.5% | +62.9% | -51.4% | -22.7% |
| All | -36.5% | +12.2% | -48.8% | -51.6% |
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 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