+262,142.5%
AMZN vs IDXX
+14,320.0%
+247,822.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -0.7% | -5.7% | +5.1% | +1.6% |
| 30D | -3.9% | -11.5% | +7.6% | +0.8% |
| 3M | +6.3% | -9.5% | +15.9% | +10.2% |
| 6M | +20.8% | -16.0% | +36.7% | +28.4% |
| YTD | +11.2% | -25.4% | +36.6% | +23.7% |
| 1Y | +11.7% | -21.8% | +33.4% | +21.1% |
| 3Y | +79.4% | +7.0% | +72.4% | +63.6% |
| 5Y | +48.0% | -26.0% | +74.0% | +53.8% |
| 10Y | +575.6% | +358.9% | +216.7% | +236.7% |
| All | +262,142.5% | +14,320.0% | +247,822.5% | +35,327.1% |
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 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