+22.9%
BABA vs IDXX
+745.8%
-723.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | -2.9% | -4.3% | +1.4% | -1.4% |
| 30D | -15.1% | -13.7% | -1.4% | -10.6% |
| 3M | -5.0% | -9.1% | +4.0% | -2.2% |
| 6M | -19.9% | -15.4% | -4.5% | -15.6% |
| YTD | -25.3% | -25.1% | -0.1% | -17.9% |
| 1Y | -23.9% | -20.6% | -3.3% | -19.0% |
| 3Y | +28.1% | +8.7% | +19.4% | +14.0% |
| 5Y | -31.4% | -25.7% | -5.7% | -31.4% |
| 10Y | +15.8% | +360.6% | -344.8% | -41.4% |
| All | +22.9% | +745.8% | -723.0% | -52.8% |
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 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