+19.8%
DDOG vs IDXX
-2.6%
+22.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.9% | -18.4% | -14.0% |
| 7D | -32.2% | +24.1% | -56.3% | -30.7% |
| 30D | -31.7% | +32.5% | -64.3% | -30.8% |
| 3M | -34.5% | +18.8% | -53.3% | -32.4% |
| 6M | +28.7% | +24.0% | +4.6% | +31.3% |
| YTD | +38.8% | +3.3% | +35.5% | +51.8% |
| 1Y | +19.8% | -3.3% | +23.1% | +31.6% |
| All | +19.8% | -2.6% | +22.4% | +31.6% |
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