+47.5%
ASML vs IDXX
-0.8%
+48.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +4.9% | +4.2% | +0.8% | +4.6% |
| 30D | -9.3% | +33.1% | -42.4% | -10.6% |
| 3M | -19.0% | +24.2% | -43.2% | -19.4% |
| 6M | -5.2% | +33.2% | -38.4% | -8.3% |
| YTD | +40.6% | +4.1% | +36.5% | +47.4% |
| 1Y | +47.5% | +0.4% | +47.1% | +55.1% |
| All | +47.5% | -0.8% | +48.3% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling