+8,791.2%
SWKS vs IDXX
+55,389.1%
-46,597.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.7% | +2.8% |
| 7D | +11.8% | -4.6% | +16.4% | +13.5% |
| 30D | +6.7% | -11.3% | +18.1% | +10.8% |
| 3M | 0.0% | -7.3% | +7.3% | +2.0% |
| 6M | +38.7% | -14.5% | +53.2% | +44.7% |
| YTD | +21.4% | -23.1% | +44.5% | +30.8% |
| 1Y | +2.9% | -20.3% | +23.2% | +9.0% |
| 3Y | -16.4% | +11.7% | -28.1% | -22.3% |
| 5Y | -51.2% | -24.4% | -26.8% | -49.2% |
| 10Y | +31.0% | +355.5% | -324.5% | -19.3% |
| All | +8,791.2% | +55,389.1% | -46,597.9% | +2,950.3% |
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 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