+133,179.8%
AMAT vs IDXX
+57,007.2%
+76,172.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.2% | +4.0% |
| 7D | -1.5% | -3.5% | +2.0% | -0.5% |
| 30D | -14.8% | -8.4% | -6.3% | -12.8% |
| 3M | -9.3% | -5.2% | -4.1% | -8.7% |
| 6M | +27.4% | -17.5% | +44.9% | +32.9% |
| YTD | +77.6% | -20.9% | +98.4% | +87.4% |
| 1Y | +188.9% | -16.4% | +205.3% | +199.2% |
| 3Y | +202.3% | +4.7% | +197.6% | +188.4% |
| 5Y | +248.9% | -22.2% | +271.1% | +258.7% |
| 10Y | +1,585.2% | +369.3% | +1,216.0% | +1,039.0% |
| All | +133,179.8% | +57,007.2% | +76,172.6% | +44,043.4% |
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