+188.2%
ASML vs IDXX
+9.2%
+179.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.7% | +3.8% |
| 7D | +6.0% | -4.6% | +10.6% | +7.5% |
| 30D | +1.4% | -11.3% | +12.7% | +5.1% |
| 3M | +1.0% | -7.3% | +8.3% | +2.6% |
| 6M | +37.0% | -14.5% | +51.5% | +43.0% |
| YTD | +65.8% | -23.1% | +88.9% | +79.4% |
| 1Y | +123.1% | -20.3% | +143.4% | +136.7% |
| 3Y | +188.2% | +11.7% | +176.5% | +154.6% |
| All | +188.2% | +9.2% | +179.0% | +154.6% |
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