+216.5%
AZN vs IDXX
+360.5%
-144.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -1.6% | -5.7% | +4.2% | -0.4% |
| 30D | +1.1% | -11.5% | +12.6% | +3.6% |
| 3M | -12.1% | -9.5% | -2.6% | -10.5% |
| 6M | -17.1% | -16.0% | -1.2% | -14.5% |
| YTD | -12.0% | -25.4% | +13.4% | -7.0% |
| 1Y | -0.2% | -21.8% | +21.5% | +3.9% |
| 3Y | +26.8% | +7.0% | +19.7% | +19.9% |
| 5Y | +56.9% | -26.0% | +82.8% | +57.7% |
| All | +216.5% | +360.5% | -144.0% | +104.8% |
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