+1,616.4%
AMAT vs IDXX
+360.5%
+1,255.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +0.4% | -5.7% | +6.1% | +3.6% |
| 30D | -16.6% | -11.5% | -5.1% | -11.1% |
| 3M | -17.3% | -9.5% | -7.8% | -14.4% |
| 6M | +30.3% | -16.0% | +46.3% | +39.7% |
| YTD | +78.3% | -25.4% | +103.7% | +104.2% |
| 1Y | +169.8% | -21.8% | +191.5% | +197.4% |
| 3Y | +218.5% | +7.0% | +211.5% | +171.0% |
| 5Y | +247.7% | -26.0% | +273.6% | +263.1% |
| All | +1,616.4% | +360.5% | +1,255.9% | +513.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling