+1,708.0%
ASML vs IDXX
+360.5%
+1,347.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -1.0% | -5.7% | +4.8% | +2.1% |
| 30D | -6.2% | -11.5% | +5.4% | -0.3% |
| 3M | -10.5% | -9.5% | -0.9% | -7.1% |
| 6M | +22.9% | -16.0% | +38.9% | +32.3% |
| YTD | +59.5% | -25.4% | +84.9% | +82.5% |
| 1Y | +112.6% | -21.8% | +134.4% | +134.0% |
| 3Y | +177.4% | +7.0% | +170.3% | +139.5% |
| 5Y | +107.3% | -26.0% | +133.2% | +115.7% |
| All | +1,708.0% | +360.5% | +1,347.5% | +692.1% |
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 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