+0.5%
AZN vs IDXX
-16.0%
+16.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.4% |
| 7D | 0.0% | -3.5% | +3.5% | +0.4% |
| 30D | +0.7% | -8.4% | +9.2% | +1.8% |
| 3M | -10.5% | -5.2% | -5.3% | -10.1% |
| 6M | -19.3% | -17.5% | -1.8% | -18.0% |
| YTD | -10.6% | -20.9% | +10.3% | -8.9% |
| 1Y | +0.5% | -16.4% | +16.9% | +3.4% |
| All | +0.5% | -16.0% | +16.6% | +3.4% |
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