+143.3%
DELL vs IDXX
-2.6%
+146.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.9% | -12.8% | -7.9% |
| 7D | -24.6% | +24.1% | -48.7% | -20.2% |
| 30D | -32.5% | +32.5% | -65.0% | -27.9% |
| 3M | -20.2% | +18.8% | -39.0% | -14.6% |
| 6M | +76.5% | +24.0% | +52.4% | +88.9% |
| YTD | +198.9% | +3.3% | +195.7% | +242.9% |
| 1Y | +143.3% | -3.3% | +146.6% | +188.2% |
| All | +143.3% | -2.6% | +146.0% | +188.2% |
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