+188.9%
AMAT vs IDXX
-16.0%
+205.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.2% | +4.2% |
| 7D | -1.5% | -3.5% | +2.0% | -1.2% |
| 30D | -14.8% | -8.4% | -6.3% | -14.1% |
| 3M | -9.3% | -5.2% | -4.1% | -8.9% |
| 6M | +27.4% | -17.5% | +44.9% | +34.8% |
| YTD | +77.6% | -20.9% | +98.4% | +90.5% |
| 1Y | +188.9% | -16.4% | +205.3% | +206.9% |
| All | +188.9% | -16.0% | +205.0% | +206.9% |
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