+15,708.7%
DE vs IDXX
+53,734.7%
-38,026.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -2.6% | -5.7% | +3.2% | -1.6% |
| 30D | +9.0% | -11.5% | +20.6% | +11.2% |
| 3M | +19.1% | -9.5% | +28.7% | +20.9% |
| 6M | +14.4% | -16.0% | +30.3% | +17.3% |
| YTD | +45.9% | -25.4% | +71.3% | +52.5% |
| 1Y | +43.6% | -21.8% | +65.4% | +48.5% |
| 3Y | +75.9% | +7.0% | +68.8% | +69.8% |
| 5Y | +98.8% | -26.0% | +124.7% | +100.2% |
| 10Y | +861.4% | +358.9% | +502.5% | +620.3% |
| All | +15,708.7% | +53,734.7% | -38,026.0% | +8,054.7% |
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