+153.3%
AMAT vs IDXX
+64.4%
+88.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.0% |
| 7D | +11.4% | +4.2% | +7.2% | +10.3% |
| 30D | -17.0% | +33.1% | -50.2% | -23.1% |
| 3M | -30.6% | +24.2% | -54.8% | -34.5% |
| 6M | -14.9% | +33.2% | -48.2% | -22.6% |
| YTD | +44.7% | +4.1% | +40.6% | +44.3% |
| 1Y | +66.9% | +0.4% | +66.5% | +68.5% |
| 3Y | +153.3% | +62.9% | +90.4% | +106.9% |
| All | +153.3% | +64.4% | +88.9% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling