+31,776.8%
AVGO vs IDXX
+1,888.6%
+29,888.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.1% | -5.7% | +6.9% | +3.8% |
| 30D | -13.0% | -11.5% | -1.4% | -8.2% |
| 3M | -6.0% | -9.5% | +3.6% | -2.5% |
| 6M | +6.4% | -16.0% | +22.3% | +13.5% |
| YTD | +5.0% | -25.4% | +30.4% | +17.9% |
| 1Y | +1.4% | -21.8% | +23.2% | +10.2% |
| 3Y | +336.8% | +7.0% | +329.8% | +287.4% |
| 5Y | +698.2% | -26.0% | +724.2% | +722.1% |
| 10Y | +2,837.0% | +358.9% | +2,478.1% | +1,094.4% |
| All | +31,776.8% | +1,888.6% | +29,888.2% | +5,642.7% |
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