+61.4%
AMAT vs IDXX
-2.6%
+64.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.2% | -3.0% |
| 7D | -11.2% | +24.1% | -35.3% | -9.9% |
| 30D | -31.9% | +32.5% | -64.4% | -30.9% |
| 3M | -32.3% | +18.8% | -51.1% | -31.0% |
| 6M | -5.4% | +24.0% | -29.4% | -3.8% |
| YTD | +44.3% | +3.3% | +41.0% | +62.9% |
| 1Y | +61.4% | -3.3% | +64.6% | +88.1% |
| All | +61.4% | -2.6% | +64.0% | +88.1% |
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 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