+358.3%
DELL vs IDXX
-20.8%
+379.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.3% | +12.0% |
| 7D | +8.2% | -5.7% | +14.0% | +8.0% |
| 30D | +17.1% | -11.5% | +28.6% | +16.8% |
| 3M | +45.2% | -9.5% | +54.7% | +44.6% |
| 6M | +286.8% | -16.0% | +302.7% | +290.3% |
| YTD | +354.8% | -25.4% | +380.2% | +368.4% |
| 1Y | +358.3% | -21.8% | +380.0% | +376.0% |
| All | +358.3% | -20.8% | +379.0% | +376.0% |
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