+117.1%
DDOG vs IDXX
+7.6%
+109.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +3.9% | -5.7% | +9.6% | +5.4% |
| 30D | -8.2% | -11.5% | +3.4% | -5.4% |
| 3M | -5.6% | -9.5% | +4.0% | -3.5% |
| 6M | +73.5% | -16.0% | +89.5% | +80.5% |
| YTD | +62.7% | -25.4% | +88.1% | +75.2% |
| 1Y | +59.0% | -21.8% | +80.7% | +67.9% |
| 3Y | +117.1% | +7.0% | +110.1% | +104.8% |
| All | +117.1% | +7.6% | +109.6% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling