-31.4%
BABA vs IDXX
-25.5%
-5.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | -2.9% | -4.3% | +1.4% | -1.5% |
| 30D | -15.1% | -13.7% | -1.4% | -10.9% |
| 3M | -5.0% | -9.1% | +4.0% | -2.4% |
| 6M | -19.9% | -15.4% | -4.5% | -15.8% |
| YTD | -25.3% | -25.1% | -0.1% | -18.2% |
| 1Y | -23.9% | -20.6% | -3.3% | -19.3% |
| 3Y | +28.1% | +8.7% | +19.4% | +11.3% |
| 5Y | -31.4% | -25.7% | -5.7% | -38.8% |
| All | -31.4% | -25.5% | -5.9% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling